You cannot help but admire their athleticism and their sheer talent, but I think we've always suspected what Serena breezily confessed to the media this week. She doesn't enjoy tennis; she can't understand how she became a professional athlete given that she's by inclination lazy; she understands she needs to play the game to enjoy the lifestyle she adores, but, given the choice, she would rather spend her time relaxing or shopping.
Predictably, some commentators have reacted with outrage, citing Serena's insouciant comments as another example of the ingratitude, arrogance and/or poor sportsmanship shown by the Williams sisters.
The subtext to their reaction seems to be that poor black girls from the projects should be jolly thankful they have such privileged lives and it is in very poor taste to complain about the game that has given them a lifestyle that the outraged commentators can only dream of.
But it hasn't been a dream ride for these two talented young women.
Their father was the cliched tyrannical tennis dad who had the girls out practising on the public courts from the age of 3. They were always going to become tennis stars - whether they liked it or not.
And Serena is not the first tennis champ to confess to a love-hate relationship with the game.
In Andre Agassi's incredible memoir, Open, he talks about the complicated relationship with a game that earned him fame and fortune - and that he grew to hate.
If we can go to work and enjoy doing what we do, we are very lucky indeed. A lot of people are bored and unhappy in their occupations but, like Serena, they do them so they can pay the bills and afford the hobbies or pastimes that give their lives meaning.
If I had been forced to play tennis from the age of 3, I would be over the game by now, too.
I think Serena should be cut some slack, even if it is galling to think of that talent being wasted on someone who couldn't give a fat rat's bum about it.
Imagine the despair of some of the second-tier players when they heard Serena's comments. These are the women who have given everything for tennis; who train for hours and hours a day in the hope of getting an edge; who barely make a living travelling round the satellite tournaments hoping and praying for a break.
It must be galling for them to know that Serena has enshrined her name in the tennis pantheon - and she has done so without even trying.