Why always them? Perhaps the best team Europe has seen over the last half decade yet finding new and more imaginative ways to keep themselves from the Champions League title that they so crave.
Real Madrid cannot help but win on big European nights, even when they are not at their best. For whatever reason, and it is impossible to explain it in technical terms, but City just cannot get the proverbial monkey off their back. Perhaps it should not have come as that much of a surprise, really.
But still, this was one of the great shocks in the history of this competition. City were on the finishing line, their legions of backroom staff presumably confirming those flights to Paris, sketching out Pep Guardiola's training plan while the man himself could have been forgiven for mulling what changes he might make to get the edge over Jurgen Klopp in the Stade de France.
Then Rodrygo., with 179 minutes of pretty decent work from the better team up in smokes. Another tale to enter the annals of near misses and false dawns on the European stage. The young Brazilian winger's name will draw the same shudders from the Etihad faithful (or at least those who do not profess indifference or distaste towards the entire European project) as Fernando Llorente, Moussa Dembele and the holding midfielder that never was against Chelsea.
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For Guardiola, the roll call of near misses post-Barcelona grows ever longer, the 89 minutes before Rodrygo scrambled home Karim Benzema's cutback voided from history. In that period, though, it was hard to suggest City had done anything particularly poorly. They might have been more expressive and assertive in possession, but they had kept Madrid to zero shots on target.
Beyond Vinicius Junior's wild volley wide of an empty net at the start of the first half, there had not been any moments where Madrid might have felt they should have scored. At a push, you could add one Benzema header to that tally, but you would have to set that against a fizzing Gabriel Jesus strike on the other hand and the moment where Jack Grealish had left Thibaut Courtois in his dust only to see his shot cleared off the line by Ferland Mendy.
On what seemed to be just one good leg, Kyle Walker did all his manager could ask to quell the threat of Vinicius. Rodri radiated calm in the engine room, aided by Bernardo Silva, diligent at one end, devastating the other.
This was not vintage City, but for 89 minutes it looked like being just about enough, particularly after Riyad Mahrez thumped the ball past Thibaut Courtois at his near post.
"We didn't suffer much but we didn't play our best," said Guardiola. "It's normal in the semifinals that players feel the pressure. We were close, football is unpredictable.
"Sometimes it's a game like this."
For City, it is rather more like all the time. They seemed to know as much after Rodrygo had dragged this tie into an additional 30 minutes. Hope seemed abandoned by the time they entered extra time. Ruben Dias' clumsy foul on Benzema might just have been the action of a player who had nothing more to give 95 minutes into his fifth game in the two weeks since he returned from injury. It had the air, though, of a team who had lost their heads, who seemed to know which way the tie was heading and were powerless to stop it.
That is as convincing an explanation as any for how the carefully honed principles that their manager has drilled into them for six years were abandoned in the desperate hunt for a penalty shootout. Laporte marched up the pitch as Guardiola's side went full Charles Reep, sticking the ball in the mixer for the big man in their panicked attempts to win the game. It is one of the few times this season that the easy punditry of City "needing a proper striker" rang true, precisely because they had stopped playing in the way that had allowed them to thrive without one.
The sheer dejection with which they chased the game may well linger. In the short term, they may well be able to park it to one side for the remaining four games of their title chase, starting with what is sure to be a fiddly clash with sportswashing rivals Newcastle on Sunday. But what will happen the next time they find themselves in a similar position in next year's Champions League final? Or the year after? A wallet of their size can buy their way out of many an issue -- how much more effective might the late-game long balls have been if-- but you cannot spend your way into believing that this competition belongs to you, as Real Madrid know it does.
This is another scar on City's sculpted body, one to sit alongside years of tactical misjudgements, selection errors and VAR heartbreaks. How is any player, even one as magnificent as Bernardo Silva or Kevin De Bruyne, supposed to just forget about them in the next decisive moment? Who could blame them for thinking why always us?