It was certainly a pretty unique situation for the great Scot to be so "distraught" as to refuse to meet the world's media as UEFA rules require.
Towards the end of that second leg he looked close to tears. Was that because he had given himself one last season to win the Champions League, a 20th title and possibly even a Double Treble?
You would not have thought so as he set about building yet another great United side over the last couple of years. And he has set himself even more challenges.
United have few genuinely world-class players as Ryan Giggs, Paul Scholes and Rio Ferdinand have aged. Wayne Rooney and Luis Nani seem to have lost their form, but at least the addition of Robin van Persie has added a touch of class.
But two things appear different.
There has been more tactical flexibility than possibly ever before in United's history. They are playing a dynamic, interchanging style at pace.
Since the departure of Ruud van Nistelrooy and especially Cristiano Ronaldo, the "cult of the personality" seems to have been far less in evidence, with far more emphasis on the team and the work ethic.
This latter, above all, together with the relative decline of major competitors, has led to United walking away with the Premier League.
But with United's and Arsenal's demise in the Champions League at the Last 16 stage, England is left without any team in the quarterfinals for the first time in 17 years.
Is this, then, an opportunity or a threat for Sir Alex? If United are going to find it easy in the Premier League and tough in Europe, is that enough to keep the greatest manager in the history of the game inspired enough at 71?
So, whether he retires this summer or sometime soon, what optimistic signs are there that the ship can sail on?