Was the venue, packed with 93,013 fans, too daunting for the Kiwis after playing in front of 40,000 or smaller crowds in New Zealand?
You see, there's an endless stream of questions but no clear-cut answers because they all fall into the realm of could have, would have and should have.
The bottom line is Mike Hesson's men gave not just New Zealand but every other cricket-loving nation an unforgettable journey into why we engage in sport.
It doesn't just build character but, more significantly, exposes it.
The Kiwis assumed the mantle of underdogs in the final after fulfilling their role as worthy co-hosts with the Aussies.
They succeeded in polarising their country to an extent traditionally reserved for the No1 sport rugby as well as yachting's America's Cup.
That there's a hint of divisiveness among fans in the post-mortem after the final fizzer also is healthy because some of the best lessons unquestionably come from defeats.
Undeniably the Black Caps won global respect in keeping alive the possibility of doing the unthinkable in potentially claim their first crown in the premier limited-overs tournament.
They stayed away from sledging whereas their cousins across the ditch carried on.
"They were that nice to us in New Zealand and we were that uncomfortable," veteran Aussie wicketkeeper Brad Haddin was quoted as saying yesterday.
"You know what? They deserved it," Haddin told an Aussie radio station, after dishing out a verbal "send off" to Kiwi batsmen Martin Guptill and Grant Elliott.
Some will argue that's why Australia prevailed but that is too simplistic because the Kiwis won every other game without resorting to such tactics.
A passive verbal stance couldn't have been an issue if 1,016,421 fans went through the turnstiles of grounds of the two countries to watch 49 matches over 44 days. The MCG final was an Aussie ODI record amid other ones over there.
The Australians tend to be abrasive and to expect them to change would be unrealistic because they are a vital component of cricketing yin and yan.
To dwell on their characteristics will always come across like sour grapes.
McCullum's response was more dignified: "The focus should be on how well Australia played and how much they deserved this victory rather than any minor issues on the way through. I don't want to go too deep into that."
It seems if some of us were BMac we would have probably shown Mitchell Starc a little more respect, got our eye in on the swinging white ball before having a calculated wild swing.
Sure, the job of the openers is to take the shine off the ball for Kane Williamson to prosper but McCullum's portfolio was transparent even before the cup. When he found traction fans rejoiced but, oddly enough, we expected him to suddenly change just like we want the Aussies to.
For that matter, Williamson and Ross Taylor weren't "scratching around", they were trying to play cricket shots.
Winning the toss to bat first wasn't an issue either.
I always maintained the minute New Zealand were going to qualify for the final at the MCG, they would have had to adopt a different mindset to batting.
A crowd of 100,000 would have had to contribute to the pressure so perhaps playing outside the comfort zone of home turfs may have helped.
The team today deserve a rousing welcome for the memories. It is, afterall, just a game of cricket or is it?