Teams with no cup have fanbases who never experienced what it is like to win before. Their minds are wired to accept defeat prior to any series. If I'm a Buffalo bills fan, I'd expect to lose in the superbowl. Look at the recent history vs the chiefs. Bills found a way to choke and mahomes finds a way to lead a comeback back to back years.
In 2011, a bunch of canuck fans told me prior to playing Boston, we never expected to be here. We will be happy even if we lose.
I doubt you feel a thing. Look at the Sabres. They got jobbed by Brett hull's foot in the blue paint. Their only cup appearance. Nobody ever remembers that and if you talk to Sabres fans, they will be like, as expected, we never win a thing.