When he claimed before this game to have no dreams left, you knew Sir Alex Ferguson was hiding his emotions. Only the dead do not dream.
He would have dreamt of a European Cup final against Liverpool, the club that has obsessed him since the night in 1980 when the team of Dalglish, Souness and McDermott humiliated his boys from Aberdeen. Subsequently knocking Liverpool off their perch was, Ferguson said, his finest achievement, but in terms of the European Cup their ratio of finals now reads seven to two. Redressing that in Athens would have been some dream.
The reality was that his side had been dismantled by a team who have dominated the Champions League in a way that Real Madrid might have done had they not become obsessed with football's incidentals. This will be AC Milan's third final in four years. They will return to Athens, where in 1994 they had doled out a similar footballing lesson to a Barcelona side that went under the name of 'the dream team' in Catalonia.
Although Manchester United have demonstrably improved, there was no real difference between this game and the one in 2005 when Cristiano Ronaldo and Wayne Rooney resembled gifted amateurs asked to perform at La Scala.
As the rain streamed down, Ronaldo delivered his most ineffectual performance since his return to Lisbon on the night when United were bundled out of their Champions League group in last place last season. They have come a long way in the intervening 17 months, but not quite far enough.
Here, as the passes glided between Kaka and Clarence Seedorf, you understood why Ferguson argued that the Premiership was the real priority at Old Trafford. This was a trophy and a match too far for a brave, exhausted group of footballers.
Also, anyone with a passing interest in the history of Manchester United knows that the San Siro has been as cruel and unforgiving as the bleak concrete that built it. The thunder and lightning that drifted in from the Alps were accompanied by heavy rain that, picked out by the floodlights, came down like a waterfall of light. It was the backdrop for a command performance.
If the weather was Mancunian, the football, the movement and the passing were pure Milanese, and United had no answer to it. Athens will join Munich and Glasgow - far more poignant cities to Ferguson and his club - as final venues that Manchester United just failed to reach.
From the moment that Matt Busby's side, ravaged by the Munich disaster and attempting with a desperate, bloody-minded romanticism to reach the 1958 European Cup final, were destroyed 4-0, this arena has been hard on United. Eleven years later they were beaten in another semi-final, and last night, another dream dissolved and in its place came one nursed by Milan's players since Andrei Shevchenko missed his penalty in Istanbul.
Like Ferguson, they, too, have a score to settle with Liverpool.