The travelling support from Vallecas — thousands of fans who had made the financial sacrifice to reach Leipzig — stayed in the stands and applauded them.
Jean-Philippe Mateta's 49th-minute goal was all that separated the two sides in the Conference League final. Crystal Palace deserved it. Rayo's players acknowledged that plainly.
Isi Palazón, the club's captain and talisman, was in tears when he spoke to Movistar Plus.
"We couldn't put the finishing touch on it," he said. "Next year we'll bounce back and bring joy to these people who've made a huge financial sacrifice to be here. We weren't clinical, and we have to accept the defeat."
His thoughts turned almost immediately to Óscar Trejo, the veteran midfielder known inside the dressing room as "Choco," who plays his final professional season in 2025-26 having spent eight years at the club.
"For Choco, I think a lot about him…"
Left-back Pacha Espino, introduced from the bench in the second half, was equally honest about how the game had felt from the inside.
"We were not comfortable at any moment of the match," he said. "We did not know how to hurt them. We did not have a single clear goal-scoring situation."
He acknowledged Crystal Palace's superiority without resentment.
"They played better and when you play badly in a one-off game, these things happen."
Defender Florian Lejeune, who had an outstanding individual campaign throughout the competition, was direct about the deficit in the final.
"We were not comfortable in the game. I am angry about the defeat. We were lacking things."
But he also broadened the lens to the season as a whole — a competition that began in Strasbourg, included knockout victories over Samsunspor and AEK Athens, and ended in a final that no one connected with the club from the Madrid suburb of Vallecas had ever imagined reaching.
"We have managed to put Rayo on the map in Europe," Lejeune said. "Proud to see people travel this far. The effort they have made."
The game ended 1-0. Rayo Vallecano had a moment of genuine danger early in the second half when Yeremy Pino's free kick struck the post twice in rapid succession. That was the closest they came.
Iñigo Pérez, their manager, described it as a performance that reflected his players' character even in defeat, and reserved his most emotional words for a dressing room he described as genuinely special — a group of people who, as he put it, are real friends.
He ends the season with a European final and an uncertain future. Those are very different problems, and only one of them matters tonight.