But a travelling army of around 10,000 fans who made their way to the capital could not have been more proud.
Before the game, our photographer Dave Gillespie was out and about on Wembley Way and around the ground to capture fans.
Here is a selection of our favourites from the day as Wire suffered last-minute heartbreak to Hull KR.
(Image: Dave Gillespie)
(Image: Dave Gillespie)
Racheal Challinor, from Latchford
James Roxby, from Wilderspool
Jamie and Natalie Knight, from Bewsey
(Image: Dave Gillespie)
(Image: Dave Gillespie)
(Image: Dave Gillespie)
(Image: Dave Gillespie)
(Image: Dave Gillespie)
(Image: Dave Gillespie)
(Image: Dave Gillespie)
(Image: Dave Gillespie)
(Image: Dave Gillespie)
(Image: Dave Gillespie)
(Image: Dave Gillespie)
Ian, Shirley and Elliot Wales, from Cinammon Brow
LMA Studios, from Hertfordshire, dancing in Wire colours at half time
Mark and Lucy Moore, with Harry, 10, from Newton
From left Kacper, Ewelina Przystasz, James Armstrong, Abigail and Sidney, from Burtonwood
(Image: Dave Gillespie)
Eliza Vincent
Maddison Vincent
(Image: Dave Gillespie)