That's part of the reason why Friday night's 6-2 loss and subsequent end to a crazy, stressful, one-of-a-kind 2021 season in Game 7 at T-Mobile Arena was such a punch to the gut.
It wasn't just hyperbole or cliche when the Wild said it believed it was going to win this series. It was genuine belief.
Video: Players Game 7 postgame at Vegas
"Every guy in that room came out here and thought we were going to win this game," said Wild captain Jared Spurgeon. "I think that was one of the strengths of our team this year, was we never doubted another guy, another teammate in that room. We were all together as one and I think that's what helped us get to this game."
Early on, the Wild appeared to be copying the blueprint from its 2014 Game 7 win against the Colorado Avalanche, a contest Minnesota never led in until Nino Niederreiter's final goal in overtime.
Minnesota trailed 1-0 early, but responded on a goal by Zach Parise. It fell behind 2-1 early in the second, but came back and tied it again on Kirill Kaprizov's power-play goal.
Video: MIN@VGK, Gm7: Parise deflects home Suter's shot
So when Max Pacioretty - making his series debut - scored to make it 3-2, or even after Zach Whitecloud's goal six minutes after that made it a two-goal game, there wasn't any panic in the dressing room with 20 minutes remaining.
Panic simply wasn't a word associated with this particular team in this particular season.
"We had a couple of chances in the first. [Goaltender] Cam [Talbot] played solid, we just had a hard time getting anything going," said Wild defenseman Ryan Suter. "It wasn't for lack of effort. I thought everyone left it out there, played hard. We just weren't able to get that third goal."
Suter was one of those guys that left nothing on the ice.
The veteran blue liner, once a regular atop the NHL's minutes played list, was forced to skate a team-high 28 minutes, 50 seconds on Friday after Jonas Brodin was lost to an upper-body injury in the first six minutes of the game.
Brodin, the Wild's minutes leader this season, was unable to return and put the team behind the 8-ball immediately, a loss even more noticed because of an injury to Carson Soucy.
Rookie Calen Addison played well, but it was a tough spot to put a 21-year-old rookie playing in just his third career Stanley Cup Playoff game, and sixth overall.
Unfortunately, the Wild had no choice.
Video: Dean Evason Game 7 postgame at Vegas
"You can make up a forward, obviously, when you've got 12 of them," said Wild coach Dean Evason. "But you've got six guys back there. It's very difficult and people are playing out of position, too many minutes, different minutes. So it disrupts, obviously. Compound that with the guy that usually eats the most minutes, that skates like the wind and can get back for pucks, breaks it out and all those things. It was a huge loss for us, no question, but very proud of the five guys who were back there. They competed their butts off."
Suter, to his credit, was playing through at least some soreness after he was viciously hit from behind by Ryan Reaves, snapping his head back and then hitting his face on the goal post.
Suter remained on the ice in pain for a several moments and received medical attention before skating slowly back to the bench. This is a guy who shattered his talus bone a few years back in Dallas and refused to remain on the ice for long and even worked to skate himself off.
He seemingly doesn't react to pain, but this was clearly painful.
Suter didn't miss a shift.
Then there was Joel Eriksson Ek, who sustained an apparent left knee injury in the waning minutes of Game 6 when he smacked his knee full speed into the goal post.
That same knee was rolled up on awkwardly in the second period, but he only missed a couple of shifts before he was back on the ice. Clearly, he wasn't himself, however.
"I'm not surprised about Ekker," said Wild forward Marcus Foligno. "He's a horse and it's tough to have that guy, the way he's battled all season and even the playoffs, he's been so big for us and eats up a lot of tough minutes.
"You'd like to say that if everyone was healthy, we'd be a different team tonight, maybe, possibly. But it is what it is."
Still, at 4-2 starting the third, the game had a vibe of one that was still there for the taking. Vegas goaltender Marc-Andre Fleury seemed shaky even in the stops he was making, and had the Wild been able to score one early, it may have been able to rally.
It's not unprecedented. Minnesota rallied from a two-goal deficit in Game 7 against Vancouver in 2003, and scored three goals in the third period in a 4-2 victory.
Minnesota piled up shots and chances in the third on Friday, playing with a clear sense of desperation that its season could be winding down.
Video: MIN@VGK, Gm7: Kaprizov puts home Zuccarello's dish
In the end, it couldn't find a way to solve Fleury, while Vegas' Mattias Janmark would finish off a hat trick, beating Talbot with a one-timer 12 1/2 minutes into the period and burying a Blake Wheeler-esk diving empty netter with 3:07 left to go.
"We still had that belief, we've had it all year," Spurgeon said. "Not one guy gave up in that room. We kept going after it and I'm proud of every guy in there.
"Once they got that fourth one, we had to push a little. That gave them momentum with some chances coming back the other way. We just didn't get it done."
Certainly, there will be plenty of time for post-mortem on this season, but it's hard not to be encouraged by what the future might hold for this club.
With young talent having arrived this season, and with more coming in the next few years, this is the brightest the team's future has been in perhaps the last decade.
It's hard to grasp that just a few minutes after a tough loss, but Spurgeon said there is plenty to take from a season where some predicted the Wild would miss the playoffs altogether, and certainly not push the Vegas Golden Knights - one of the NHL's best teams all season long - to a seventh game.
"It was such a fun year to be a part of, even though it was a different one," Spurgeon said. "But we were a very close team and it's always tough [to see a season come to a close.
"A lot of guys had great years, whether developing offensively or defensively or even just confidence. I thought we played as a team, we had a good team and it was fun to be around the guys every day.
"There's a lot of bright days ahead, I think."
Postgame Hat Trick: Golden Knights 6, Wild 2
Video: MIN Recap: Kaprizov scores in Game 7 defeat