Rory McIlroy walks from the 18th green with his caddie after finishing his final round of the Open golf championship on the Old Course at St. Andrews, Scotland on Sunday. Gerald Herbert/Associated Press

The trouble with winning so much so early is that the losing can feel worse than it really is.

The British Open stung Rory McIlroy, even if he said it wasn’t life or death. It might have hurt even more than his 80 in the final round of the 2011 Masters. He was only 21 back then, without a major, when talent exceeded expectations.

But then he won a U.S. Open with a record score at Congressional later that year. He won the PGA Championship the following year at Kiawah Island. And two years later, he added his name to the claret jug at Royal Liverpool and won another PGA Championship just four weeks apart.

Four majors in four years. Only three other players in the previous century had that many at age 25 or younger – Bobby Jones, Jack Nicklaus and Tiger Woods.

McIlroy is now 33 and still has four majors, not to mention some gray hair around the edges. His popularity is just as great now as it was then, if not more.

Disappointment? Sure.

McIlroy now has gone 30 majors since winning his last one. Perhaps more surprising is the British Open was the first time during that drought he was atop the leaderboard after 54 holes.

He did little wrong, and even less right. Imagine having a share of the 54-hole lead in a major, hitting every green in regulation and still not winning. McIlroy two-putted every green. He had two-putt birdies after reaching the par-5 fifth in two and driving the green on the par-4 10th.

The hole really appeared to shrink when Cameron Smith ran off five straight birdies to start the back nine and took the lead. “I had to dig deep to make birdies and I just couldn’t,” McIlroy said.

Just don’t get the idea McIlroy was the only player who left St. Andrews – along with two other majors this year – feeling as though he should have won.

It only felt that way because so many wanted him to win.

Save a thought for Cameron Young.

He drove into the gorse on the reachable par-4 ninth and turned a look at birdie into a bogey. Young missed a 6-foot birdie chance on the 15th. He wasted a big, bold tee shot on the 16th when his wedge came up short and rolled down he ridge. His two shots on the 17th were better than McIlroy’s, only to leave his birdie chance short. And needing something special to have any chance, he drove the 18th green and holed a 15-foot eagle putt that was only good for a silver medal.

He will have just as many “what if” moments as McIlroy. And that’s just from St. Andrews. Young, the best PGA Tour rookie this year, also made a three-putt double bogey on the 16th hole to finish one shot out of a playoff at the PGA Championship.

Will Zalatoris wasn’t a factor at St. Andrews. He had to settle for a pair of runner-up finishes in the majors this year.

Zalatoris three-putted from 20 feet on the 16th hole at Southern Hills in the PGA Championship. He wound up losing in a playoff to Justin Thomas. And then at Brookline for the U.S. Open, he narrowly missed a 15-foot putt on the final hole to force a playoff.

One player stands out over the others, and it’s a product of expectations. Jordan Spieth knows the feeling. In 2015, he won the Masters and U.S. Open, was one putt away from a playoff at St. Andrews for the third leg of the Grand Slam, and was runner-up in the PGA.

That’s a once-in-a-career performance in the majors. Spieth was 21, in his third year as a pro. Good luck living up to that, though it’s a nice problem to have.

Does it make it worse or better that McIlroy was the only player to finish in the top 10 at all four majors this year without winning? The last player to do that was Rickie Fowler in 2014, a distant memory because Fowler hasn’t won a major (and now is on the verge of falling out of the top 150 in the world ranking).

There is some truth to McIlroy’s immediate assessment Sunday evening. He was beat more than he lost.

Smith shot 30 on the back nine – Jack Nicklaus (1986) and Gary Player (1978) did that when they won the Masters – and his 64 was the lowest closing score by an Open champion at St. Andrews. Among the great closing rounds in Open history, it rivals the 65 by Phil Mickelson when he won at Muirfield in 2013.

“I’ve just got to keep putting myself in position, keep putting myself in there,” McIlroy said.

Worse than not winning at St. Andrews was so rarely putting himself in that position the last eight years. Only three times in his previous 29 majors had he started the final round closer than five shots behind.

“Whenever you put yourself in that shining light, you’re going to have to deal with setbacks and deal with failures,” he said. “Today is one of those times. But I just have to dust myself off and come again and keep working hard and keep believing.”

He has eight months and three weeks until the Masters, his next opportunity. That’s the same wait for Zalatoris and Young, with two exceptions.

They are not Rory McIlroy. And they don’t know what they’re missing.