The time trial specialist does indeed have history of listening to other nations' songs while watching the New Zealand flag raised a little lower than she would like.
Five straight silver or bronze medals at the world championships, a silver four years ago in Delhi and, perhaps worst of all, an occasion when she failed to even earn a spot on the podium, a heart-breaking fourth-place finish at the London Olympics.
But all that agony washed away on a wet Glasgow day, when Villumsen made the most of that perfect finish to power home and edge England's Emma Pooley for a long-awaited gold.
That prospect looked unlikely with six kilometres remaining. Villumsen was eight seconds behind Pooley and appeared set for yet another unsatisfying silver. Not that she knew it at the time, declining the chance to check her progress throughout the race.
"I don't have time, I don't have speed, I don't have heart-rate," she said. "I just go as fast as I can for as long as I can."
That approach proved prosperous in the end, with the 29-year-old excelling on the tight and technical finish to turn a significant deficit into a healthy advantage. She crossed in a time of 42:25.46, six seconds ahead of Pooley, able at last to win a medal without mixed emotions.
"In means more than any words can describe," she said. "It's something I've worked towards for the last four years.
"Every year I've been nearly there at the worlds - nearly there, nearly there - so it's just amazing.
"It's hard being there but not quite, so finally making it is over all expectations for myself. I'm really happy."
She was far from alone. Bike NZ high performance director Mark Elliott has grown accustomed to lavishing praise on his athletes' performances in the last fortnight, with the team medal tally now at 14, but he was especially pleased for Villumsen.
"Linda's had a lot of silvers and bronzes over the last few years at major events, so it was great to see her and it looked like she was on right from the gun," Elliott said. "There wasn't much in it but she was committed to every corner.
"It was a bit dodgy out there on a couple of corners and she rode it like a pro."
Villumsen again displayed that professionalism immediately after her breakthrough win, saying she would decline the opportunity for a big night in favour of preparation for Sunday's road race.
"I hope a bit of celebrations but we have another race to think about on Sunday and I've got to get ready for that."
Meanwhile, fellow Kiwis Jaime Nielsen and Reta Trotman finished fourth and 11th, respectively, with Nielsen being pipped for bronze by just two seconds. Jesse Sergent was another barely outside of the medals in the men's race, finishing fifth and 52 seconds back from English winner Alex Dowsett.