Meanwhile, the coach himself would be restored as the England Messiah, not the modest under-achiever to which this week he laid claim. And what about 37-year-old Stuart Pearce being good for a goal on his trusty left peg? Well, that was perhaps asking too much, although he came desperately close. You can't have everything, even against Luxembourg.
This really was fantasy football for Keegan and his men during what could be the final international at the old stadium, unless they reach the play- offs.
But they must enjoy it while they can because it is back to reality on Wednesday night in Warsaw. Then, opponents worthy of the name take the field against Keegan's men, in place of yesterday's soon dispirited and disorganised visitors who conceded a first-half Shearer treble - his first for England - and a brace to Steve McManaman, before substitute Michael Owen concluded this ludicrously ill-balanced contest with a flourish, adding a splendid sixth.
Possibly the lustiest cheer of the afternoon from the owners of the soprano voices who dominated the Wembley crowd was reserved for the emergence of the Liverpool striker just after the hour, with England cruising at 5-0. This was his first England appearance under Keegan, whose unbeaten record was never under any threat and who is now blessed with a relatively injury-free collection of players. "Hopefully, I'll still be unbeaten by the time we get to Euro 2000," he said. "By the time I have to pick a squad for that, the most difficult decision will be who to leave out."
One would hope that the England coach is not making too many judgements on this flimsy evidence, though it would be churlish to deny England due pleasure at their most auspicious moment since Poland were vanquished here 3-1 in Keegan's first game. They could do no more than win, and by an impressive enough margin, though the coach should have been infuriated by the failure to convert numerous second-half opportunities. But, frankly, whoever it was that insisted there are no longer any easy games in international football was lying.
Luxembourg may have the wealthiest population in Europe per capita, but riches evidently do not extend to the members of their football team, who, if things were not bad enough anyway, were seriously weakened by the suspensions of Jeff Strasser, the Kaiserslautern defender, and their able midfielder Manuel Cardoni. When their coach, Paul Philipp, claims he is deprived of his best two players it is a legitimate concern, not mere bleating from the sacrificial lambs of Group Five.
The crucial fact for England is that this gentle run-out can only have improved morale, after an indifferent sequence of results in the Euro 2000 qualifying games, prior to the confrontation with the old enemy, the Poles, at the Legia Stadium.
For Shearer, in particular, his display was a personal triumph after a difficult few weeks at Newcastle. His new young club-mate, Kieron Dyer, enjoyed a lively introduction to the international game before he was substituted by Gary Neville at half-time. The suggestion from Keegan was that he had run out of steam, which was hardly surprising given the freedom he enjoyed to overlap down the right in tandem with McManaman and then Ray Parlour.
The 20-year-old can take satisfaction in providing an "assist" for Shearer's first, the Luxembourg captain, Marc Birsens, felling him with a lumbering challenge for a twelfth minute penalty, which his own captain dispatched. Dyer also crossed for Shearer to net his third and England's fourth 20 minutes later. Shearer had scorched home a second from a clever lay-off from Robbie Fowler and McManaman had converted Parlour's right-wing centre. By now, Parlour had switched positions with McManaman, and although the pair continued to swap roles intermittently, there is little doubt that the Real Madrid man is more adaptable to utilisation on the left flank than the Arsenal player.
David Beckham gave notice with an imperious display that he would relish continued deployment in central midfield, while old "Psycho" himself, Pearce, who seemingly has been around since Norman Bates first started becoming his mother, exhibited the traits of old: a lethal left foot, which contrived to put the ball into the Luxembourg net - unfortunately ruled out because Fowler was offside - and a booking for a crude challenge on Birsens.
Otherwise, there was precious little else to be gleaned faced with a side who could barely muster an attack of any threat. Philipp's shirt became more sweat-stained by the minute as he attempted to lift his players. But how on earth do you motivate a team as devoid of purpose as this? Admittedly, Luxembourg had limited Poland to a 3-2 victory in June, with Birsens and Jean Vanek scoring the only two goals in a campaign in which they had hitherto conceded 13. By the standards of a team largely comprised of bank clerks and civil servants it was a satisfactory total. But any hope of restricting England was out of the question by the break, as McManaman had headed home a fifth from David Batty's cross.
Thereafter, England maintained their momentum, but not their accuracy. Fowler was just one of the culprits as the home side finished with three strikers. At least Owen ensured a raucous finale to proceedings as his young supporters celebrated their hero's return. The manner in which he curled a beautifully judged effort beyond the Luxembourg keeper was testimony to the fact that a lengthy injury lay-off has not diminished his scoring prowess. Keegan will hope that he was just limbering up for Wednesday; and for Holland and Belgium next summer, too. In your dreams, Kevin.
England: Martyn (Leeds United); Dyer (Newcastle United), Keown, Adams (both Arsenal), Pearce (West Ham United), McManaman (Real Madrid), Beckham (Manchester United), Batty (Leeds United), Parlour (Arsenal), Shearer (Newcastle United), Fowler (Liverpool). Substitutes: G Neville (Manchester United) for Dyer, h-t; P Neville (Manchester United) for Adams, 64; Owen (Liverpool) for Beckham, 64.
Luxembourg: Felgen (Jeunesee Esch); Ferron (Etzella Ettelbruck), Schauls (Jeunesse Esch), Birsens (Union Luxembourg), Funck (Dudelange), Saibene (Swift Hesperange), Theis (Spora Luxembourg), Vanek (Avenir Beggen), Christophe (Mondercange), Schneider (Grevenmacher), Posing (Dudelange). Substitutes: F Deville (Mondercange) for Posing, 82; Alverdi (Grevenmacher) for Schneider, h-t; Zaritski (OFI Crete, Gre) for Christophe, 63.
Referee: S Shmolik (Belarus).