The Black and Whites are still bidding for a first win at Wembley after going down 16-0 to Wigan but it was the manner of their defeat that hurt the most as they became the first team to be nilled in a final for 24 years.
The Hull players were a picture of gloom and desolation as they filed past reporters in the mixed zone after the match, with the majority flatly refusing interview requests.
Second rower Jay Pitts was an exception, admitting: "It's not a nice feeling. The disappointment is that we didn't throw anything at them.
"We didn't really give ourselves a chance, we had to do that much defence. We've only got ourselves to blame, we turned the ball over a lot more than they did."
For back-rower Danny Tickle the feeling was all too familiar as he tasted Challenge Cup final defeat for the third time, to go alongside a Super League Grand-Final loss during his time at Wigan.
"It's a very disappointed changing room," said Tickle, who is leaving Hull at the end of the season to join Widnes.
"We know we could have done better on the day. I thought Wigan handled field position better than us. Their composure was better and we came up with some really sloppy errors.
"I wouldn't like to blame the conditions. It's the same for both teams. But if you ask any one of our players in that changing room if they could have done something better in that game the answer would have been 'yes'."
Hull coach Peter Gentle, whose uncertain future is suddenly back in the spotlight, has just five days to pick his players up for a rematch with Wigan in one of two games left of the regular season.
They are guaranteed a spot in the top eight but need to win at least one of their remaining matches to keep alive their chances of a home tie in the play-offs.
Tickle believes their Wembley defeat could yet have a positive impact as they look to salvage something from the wreckage.
"It will benefit the young lads in the team," Tickle said. "I'm moving on at the end of the year and you never know when you'll get another opportunity like this.
"We'll focus on these next couple of games, with Wigan again this week and then St Helens at home.
"We're in the play-offs and we've got to buckle up. We might have got a few injuries from that game but have got to get back on the horse next week and that's the type of games I think we'll learn from.
"If you want to be winning and playing in finals you have got to be better on the day and we'll definitely improve going into the semis.
"It will take the lads a few days to overcome the loss. You don't get anywhere sulking now.
"These are the types of game you want to be involved in and hopefully we can kick on and build into these play-offs, find a bit of form again and enjoy it."
Gentle is waiting to discover the extent of the rib injury sustained by skipper Gareth Ellis early in the final.
He returned after sitting out 37 minutes but was clearly struggling and was afterwards sent for an examination.