It is one defeat in 29 games in 2022 and that was in the tie against Inter Milan which they won. They go on and on. Can anyone stop them?
"A 90 minutos de nuevro sueno" ("90 minutes from my dream") read a banner behind the goal Villarreal were defending in the first-half and within three minutes those dreams were electric. They scored.
Worryingly, in a sign of what was to come, Liverpool were carved apart with Etienne Capoue stealing in front of Andrew Robertson, who was caught out, to reach a cross and cut it back first time for Boulaye Dia to slam past a stranded Alisson.
It was the earliest Liverpool had conceded in a Champions League game for more than four years - and to do so in a semi-final away from home when the absolute instruction was to quieten the opposition.
Dreams and nightmares. This was the start that Klopp will have hammered home to his players that they simply had to avoid. Unai Emery had promised that Villarreal would make Liverpool "suffer" and here was the first, stunning blow. It was not the last.
After the downpours, which had relented, Liverpool needed to ride out this storm and gather themselves but could not. The scarves had twirled, the songs had been sung inside the Ceramica but even the most fervent of Villarreal fan did not expect this intensity with Dani Parejo pulling a low shot narrowly wide as they pressed once more.
They did so again. These were testing, trying, tense times for Liverpool as Gerard Moreno, Villarreal's best player and returning from a hamstring injury, reached another cross from the left only for his goal-bound header to strike Robertson.
Liverpool appeared to have been caught cold. Klopp stood motionless on the touchline as every challenge from his players provoked a demand for a free-kick and Liverpool struggled to gain any kind of rhythm. Undoubtedly they were rattled. They were not winning enough duels; their passing was not accurate enough.
It was summed up when Naby Keita played the ball straight to Moreno who turned and threaded it through to Giovani Lo Celso who attempted to go around Alisson with the goalkeeper clattering into him. Villarreal screamed for a penalty but there feverish demands were waved away by the Dutch referee Danny Makkelie, who felt the goalkeeper got a touch, and it felt like a let-off.
Fuelled by the sense of injustice they tore forward again with Capoue once more beating Robertson, this time to a cross-field pass, and he sent the ball back into the penalty area. Francis Coquelin just wanted it more than Trent Alexander-Arnold and rose high to power a header into the net. "Highway to Hell" blared on the PA and Liverpool were in purgatory.
It was extraordinary and it was also Liverpool's worst of this season. They were struggling with no rhythm, no leadership, no direction and so with their clearest chance Diogo Jota was guilty of a woefully heavy touch allowing goalkeeper Geronimo Rulli to rush out and smother.
Liverpool had to change or they were going to go out and Luis Diaz replaced Jota and there was far more pace and purpose with the Colombian prominent. They finally went close when Alexander-Arnold's 30-yard drive took a heavy deflection and with Rulli beaten it rebounded off the top of the cross-bar.
The momentum had shifted with Sadio Mane swivelling and centring and the unmarked Diaz unable to keep his volley down and soon the shrill whistles of the Villarreal fans betrayed their concern. At last Liverpool had control. And then they had their goal.
Fabinho started and ended it as he gained control, drove forward, exchanged passes and thought about crossing. Instead he drove in a shot that again exposed the weakness of the Villarreal goalkeeper as it ricocheted off his legs and in.
Villarreal were reeling and Alexander-Arnold was afforded the space to deliver a precise in-swinging cross that was met by Diaz and his guided header beat Geronimo. The tenacious forward had made the difference and suddenly Liverpool were level. What a response.
As with the first leg Rulli had been the weak link and he blundered when he rushed out to try and beat Mane to Keita's through ball and missed it completely. There was panic all around him but Mane simply took his time and rolled into it the empty net to end any doubt.
Villarreal lost belief and lost their discipline. Rulli finally made a save, denying substitute Curtis Jones, before Capoue was sent off for a second bookable offence to confirm there would be no-one back. By now the weather had calmed and so had the crowd. Liverpool had come through another storm. Another final, a 10th in the European Cup, awaits.