Crushed. Devastated. Heartbroken. We were achingly close, but the agonising wait goes on. And so Wimbledon ends for us in the way it always must: with a plucky Brit choking back the sobs as he faces the press after a semi-final defeat.
But look again at Andy Murray's press conference after he lost to Andy Roddick. There weren't any sobs. He was composed, realistic. He presented the incontrovertible facts: Roddick served better and played better on the crucial points that divided the players. End of story.
End of story? Murray's unemotional performance before the cameras was all wrong. Here we were craving epic emotion and we got statistics. Murray just didn't play the game, old chap – the game called Plucky Brit Breaks Own and Nation's Heart.
Instead, Murray lost the way he'd performed throughout Wimbledon: professionally. Even his Braveheart roars and fist pumping on the court was part of a professional strategy. Dr David Nias, a clinical psychologist and former adviser to the British Olympics Team, says that Murray simply did what modern professionals are trained to do: avoid the hysteria before the match; use it during. And afterwards hysteria becomes just a bit of a bore when you've a practice court to get to.
One headline said: "Worse than Henman horrors because we expected Andy to win". But the horrors aren't worse. Murray Mania just does not have the same force as Henmania, the annual Rite of Hope and Despair that used to accompany Tim Henman. Murray might not have won Wimbledon this year, but there's no doubt he is a winner: mentally tough, driven, trained, professional, disciplined. There's a website where you can vote on whether Andy Murray is British or Scottish (andymurrayometer.com). The answer at the moment is: quite British.
Murray frustrates us because his portrait just doesn't fit into our National Portrait Gallery of Romantic Losers. There, at the entrance to the exhibition, is our national icon: Paul Gascoigne in tears in the 1990 World Cup semi-final. There are more England footballers, burying faces in hands after penalty shoot-outs. There is Tim Henman on one knee on Centre Court, receiving The Royal Order for Most Gallant Perennial Loser. There is Nigel Mansell bursting a tyre, Henry Cooper covered in blood and Colin Montgomery missing a putt. And there is Andy Murray, talking dispassionately about first-serve ratios as he prepares to go off and work on his game. The swearing, uncouth Scottish McEnroe is beginning to sound scarily like the Scottish Nick Faldo.
Faldo, the ruthless, painstaking, prosaic multi-major winner, was our least favourite winner. Right from the start he refused to fit into our national narrative. That narrative goes like this. We invent the game, graciously hand it to the world, then sit around in a bemused, amateur kind of way while everyone gets better than us at it. We belatedly stir ourselves, and a few hopeful Brits claw their way to the top. Once there, the tragic flaw of the British hero kicks in: too nice, too brave, too British to win.
Apologies if "national narrative" sounds like a soundbite from Gordon Brown's latest relaunch. No apologies for the phrase itself. Nations do have narratives. Some – Serbia's, say – are dark, toxic things. Iran's is playing out on the streets of Tehran now (and Britain, as usual, is cast as the scheming foreign devil in the plot). If ours happens to be The Book of Heroic Failures, then we could do a lot worse, however much those failures hurt at the time.
A lot has been said about the unbearable pressure on Murray as we tick off the years from Fred Perry's 1936 Wimbledon victory. I remember leaving Wembley Stadium after Gareth Southgate's penalty trundled tamely into the German goalkeeper's arms in the European Championship semi-final of 1996 and thinking: this is just not going to happen, ever – because we care too much. Earlier in the day I'd called a friend in Germany. "What's it like there? Everyone's gone bonkers in London." He seemed surprised. "Well, no one's really talking about it. It's only the semi-final of the European Championship, after all. It's not as if it's the World Cup final.
"Besides, they think the German team hasn't played as well as they can and they don't really deserve to win."
I could have throttled him and the German nation. Because they did win, of course – the match and the tournament. They didn't care too much; hence they won.
The theme song for the English team at the whole mad event was "Three Lions", whose refrain went "Thirty years of hurt/Never stopped me dreaming". Hurt? The German fans sang cheerfully along (it's a great tune). But they must have wondered – after all, do these people even know what "hurt" is?
So, "hurt"? We get, as I say, hysterical about sport. Dr Nias doesn't baulk at my casual use of a medical term. "We have developed a collective complex about things like Wimbledon and the England football team," he says.
That's how Henmania got the name – not because the tennis player Tim Henman had the looks and charisma to create Valentino-like scenes of mass swooning; but because after 50 years of trying we were psychotically desperate for a British winner at Wimbledon.
Could it be that the closer we get to winning, the more realistic the prize becomes, the more like those apathetic Germans in 1996 we become? It's not so much "you only sing when you're winning" as "you get slightly bored if winning comes a bit too easily".
Consider the curious case of Jenson Button. Here, you'd think, is a classic hero for our national narrative. The golden boy bursts on to the scene (note: in sport golden boys always burst on to scenes). He's blond, good looking and has a batty, very English name. It all went wrong: he slipped into gloomy obscurity at the back of the grid. Then, in 2009, his luck (and his car, and the rulebook) changed and he is currently carrying all before him – 23 points clear at the top of the Drivers' Championship.
And that is too many points clear for comfort. Are we shouting his name from the rooftops? No. We're bored. Like so many City speculators, we have already discounted Button's eventual victory and we're looking for the next story. At the moment, Button's only chance of landing the BBC Sports Personality of the Year title is if he breaks a leg and hobbles back into the last race needing a do-or-die victory. And then loses, of course.
Let's call for the doctor again. "We need to feed on the excitement," says Dr Nias. "It's like sexual excitement: the reality can be a bit disappointing – it's the build-up that makes us go wild." Winning, for Britons, is an anti-climax in the truest sense of the word.
(I was trying to steer clear of sex, but since we're there, don't you think Wimbledon and England football fans are a bit like people who have gone rather too long without a good bonk? Cranky? Over-eager?)
Dr Nias also has his own take on the national narrative. "You can see why football plays such an exaggerated role in our tradition. Our subconscious culture is about fighting, battling and winning."
Winning? Oh dear, yes. Because in spite of the national narrative, and in spite of the men's singles tennis game, we are a nation of winners.
Anyone who thinks Britain does not punch above its weight in sport, the major and the minor kind, isn't following the back pages closely enough. For a country of our size, demographics and climate we are damn good. We produce champion boxers, swimmers, racing drivers, cyclists, golfers and rowers; we have easily the most successful football clubs, and cricket and rugby teams that are usually at or near the top of the rankings. Tennis is, or has been, a different ball game altogether. The furry spheroids are a problem. But even if Murray doesn't eventually do the deed – and surely he must, one day – there's a bunch of teenagers on the way up, and one of them will. Then we will have one less national psychosis – and a lot less fun in SW19 every July.
That word fun is not chosen lightly. Dr Nias works a lot with gamblers and he thinks they are some of the happiest people he knows – in contrast, usually, to their families. The reason is they are optimists: and optimists are happier than pessimists or realists. The football fan's cliché goes: "it's the hope that kills you". Nias would disagree: it's the hope that keeps you alive and kicking.
Let's indulge in a final bit of psychology. I think we are conditioned by this narrative of heroic defeat, obsessed with the archetype of the plucky little Brit. We look at the handsome, well-toned, mentally disciplined athlete in the mirror and see a knobbly-kneed little tryer doomed to be beaten in the final minute by the superior foreigner.
So here's the question. Can the British hack it at the top level of international sport? Not the competitors. They're doing just fine. It's the fans who have the hang-ups.