I can't speak to a Cup Final game 7. But, as a Leafs fan, I have experienced a game 7 loss near annually for the last 8 years. It blows chunks every time. There's a reason people say "don't get your hopes up," because failure and disappointment are far worse the more convinced you are of success. I'd rather get swept.
Imagine a random beautiful stranger tells you they don't want to marry you. Odd and hurtful, but not a big deal. But now imagine you have been dating this beautiful person, and offered them an engagement ring before they tell you they don't want to marry you. The experience of failure is the same. But having hopes and dreams dashed makes the loss far, far worse.
I'd rather get swept.