The Chiefs were a different entity to the Crusaders, with different values. They operated a little differently from them, and McMillan said it would be interesting to see how things changed in their future with so many of their personnel moving on.
"I'm sure there will be some lessons to learn, but they're for next year.
"A championship is defined on a few moments tonight but a few moments don't define this team. We threw enough bullets to win the game. On a different night maybe we could have got the job done, but there's nothing between these two teams. Anyone could have won this game, and unfortunately it wasn't us."
There was a lot of hurt in his side about the outcome, but he was proud of them. A lot of questions were asked of them.
"You've got to be tough to beat the Crusaders when you have three yellow cards...That probably played a part in the outcome.
He said the biggest momentum swinger in the game was not those three cards but a Crusaders forward pass by second five-eighths Jack Goodhue just before halftime. Instead of a scrum in midfield and the Chiefs pushing into the Crusaders' territory, the result was the Crusaders scoring in the next play to achieve a big moment before the break.
McMillan felt the Chiefs had done enough and been through the process over three years to be able to claim the title.
"It was a royal chance. I remember coming in three years ago, and we looked at our roster, and even though we went close a couple of times, we always thought that this year, 2023, was going to be our time.
"And a couple of moments, and it could have been."
It was a bitter pill for the side to follow, and McMillan was left to handle the disappointment by appearing for the media on his own.
He said the Crusaders showed their quality and dug deep, for which they should be applauded.
"You just have to admire their tenacity and getting the job done."
It would be about starting all over again after losing a core of experience with halfback Brad Weber, lock Brodie Retallick, midfielder Alex Nankivell, No8/flanker Pita Gus Sowakula and first five-eighths Bryn Gatland all heading overseas.
"That's why it hurts so much; we've got some real legends of the game, Brodie, Pits, Alex Nankivell, Brad Weber. I know the other guys had some guys leaving, and a lot was made out of that, but we've got some pretty special players leaving our environment that will be hard to replace.
"But tonight won't define them, they're legends of the game, especially in this part of the world. We're sad to see them go but they've paid their dues here. We couldn't quite get it done for them and the next chapter of their rugby career kicks off."
McMillan was confident the Chiefs had a base to build their future around with young players locked in contractually along with coaching staff.
"The future is positive, we'll keep fighting."