Pictured with Angel di Maria—another player with an uncertain future—after the final whistle, there was an apparent detachment between Khedira and other members of Los Blancos inside the Cardiff City Stadium.
Those scenes and the 27-year-old's absence from Carlo Ancelotti's squad have rekindled the transfer speculation surrounding the midfielder, with Marca reporting that the Germany international's days in Madrid are numbered and Anthony Chapman of the Express indicating that a move to Arsenal or Chelsea could be imminent.
Such conflicting reports provide little clarity on Khedira's situation, but the protracted length of his transfer saga would suggest that a move away from the Bernabeu is possible.
For those associated with the European champions, the most recent memory of Khedira is that of a vastly underdone midfielder having the opening hour of the Champions League final largely pass him by.
Robbed of match fitness due to injury and lacking cohesion with his midfield counterparts after replacing the suspended Xabi Alonso, the German has become something of a forgotten component of Ancelotti's side.
Indeed, the beginning of Khedira's five-month absence last season coincided with Alonso's return and a change in shape for Madrid, seeing Los Blancos' most devastating performances occur without the German's assistance.
Thus, amid the arrival of Toni Kroos and James Rodriguez this summer, there's a sense that the midfielder wouldn't be missed in 2014-15, should he depart to the Premier League.
Such a belief is understandable, given the plethora of options at Ancelotti's disposal. But if Khedira were to leave the Bernabeu in the coming weeks, the versatility and diversity of Real's midfield would be hampered ahead of what will be another gruelling campaign.
In Kroos, Rodriguez, Luka Modric and Isco, Ancelotti has a quartet of naturally attacking midfielders to rotate through his preferred 4-3-3. To complement such talents, the Italian has only Alonso and Asier Illarramendi to deploy as true holding options.
Up against the minnows of La Liga—such as Cordoba, whom Real face in the season opener—that ensemble heavily skewed in favour of attack isn't an issue. In fact, the minnows will be flattened.
Yet, when the continental champions face league heavyweights such as Barcelona and Atletico Madrid, or other imposing European rivals in the Champions League, there'll be a lingering defensive vulnerability that could possibly be seized upon in Khedira's absence.
Of course, Real's hammering of Bayern Munich stands as an example of Ancelotti's XI containing the midfield steel that is necessary. But were Alonso, at 32, to suffer an absence of any length, there'd be little balance to be found in Los Blancos' midfield, with Modric the most likely to be repositioned into the deeper role.
It's in such situations that Khedira's box-to-box versatility would be an asset.
While trying to incorporate Rodriguez and Kroos into the same lineup is desirable, it would be dangerous to do so alongside Modric against robust opposition. The same goes when inserting Isco into the XI.
Removing one of the aforementioned to make room for Illarramendi would enhance the cover available to the back four, but it would also cut some of the drive out of Real's midfield.
That's where Khedira is useful.
Defensively committed and a strong central presence, the German would help to maintain an equilibrium in the company of Kroos, Rodriguez and Isco in particular.
In Germany's rout of Brazil at this summer's World Cup, Khedira also showed that he can excel when playing as the primary link between defence and attack, operating as a sublime foil for the holding Bastian Schweinsteiger and the aggressive Kroos.
Ancelotti, of course, is Italian—a nationality heavily linked with sound defensive principles. More than any, he'll understand that there's a need to craft a balance among his gifted stars, that instilling a two-way mentality into individuals such as Rodriguez and Kroos will be critical in his club's European title defence.
It's a task that the decorated manager is equipped for, but also one that could be made a little easier with Khedira in his stable.