They left it all on the court and that's all you can ask. Nothing to be ashamed of, really. They lost to an excellent team, did everything they possibly could to win and it just didn't work out. And they came pretty darned close. If this game had been in Boston, they'd have won.
It hurts because it may be awhile before this team is in a position to win a title again. It's VERY difficult to do and when you have a good chance to do it, to not do it is tough.