As for the Brazilian's final intervention, the ultimate tribute to his dipping 25-yard masterpiece was that, when he limped off to the bench soon afterwards, United fans rose to salute him. Somehow, losing to genius is that much easier to bear. Even Alex Ferguson could smile about being part of "a wonderful night for football".
So how could United bridge the gap, we asked an Englishman who's now in sight of a third Champions League winners' medal. "Score more goals," smiled Steve McManaman and he was only half-joking. United got five in two games and it was still not enough. Because even if the purists blench at talk of this side's supposed greatness - a few old-timers were left glancing up at Ferenc Puskas in the stands and muttering how they're not a patch on his 60s Real giants - their vision and their belief to dare make them irresistible to behold.
United's back four could not cope. There were moments when they seemed as hypnotised as they'd been in the Bernabeu. Yet on a night like this, it was time to look on the bright side. John O'Shea did his burgeoning reputation no harm and, with an average age of 23, they're going to improve as a unit.
"We showed what we are capable of. We have the heart to play and with the young players, I think we can grow," said Ruud van Nistelrooy, whose own towering effort, which included his 33rd goal in 44 European matches, again offered the best reason for United to look forward positively.
He is a player to compare with Real's finest. So is David Beckham but he didn't get a start and, as he gave his disciples a bare-chested salute at the end after his sadly belated call to arms, you just wondered if this latest wound to his pride was just one too many.
It really did seem inconceivable that Ferguson could omit him on a night crying out for his big match heart and singular ability with the dead ball. McManaman and Real were astonished. Seeing his name among the subs must have felt like their first victory of the night, a damning admission that Robert Carlos had his number.
Fergie made it sound as if it was a straight choice between Beckham and the in-form Ole Solskjaer, but he could have accommodated them both if he'd entrusted the England captain with the roaming central midfield role he handed instead to Juan Sebastian Veron.
The Argentine did start brightly and it was his shot which was bundled over his own line by Ivan Helguera to make it two-all, but he mostly flattered to deceive. When Beckham replaced him, the effect was instantaneous. Seemingly inspired by indignation, he netted one free-kick and bundled home a scruffy winner after dashing some 80 yards to apply the finishing touch.
That it gave United victory in the game, if not the tie, may yet prove crucial because, as Keane noted, they have to keep the winning habit ingrained for the Premiership denouement. At 31, with time running out, he reckoned this latest failure was harder than ever to take. "But it's no good feeling sorry for yourself. There's no doubt that with the character of the players we've got, we can win at Tottenham on Sunday."
That character could yet drive them to win their domestic affair with Arsenal but, as their London rivals also discovered, it takes more than character to conquer the biggest challenge of all.