It was all over too soon, they lament. With the final match in Group A looming on Tuesday, Russell Martin now shares that conviction but only because he has suddenly but strongly become Scotland's leading central defender.
The 27-year-old Norwich City player watched the start of the campaign on television in Norfolk while he was recuperating from injury, but he played a central part when the tide turned for Scotland with victory in Croatia in his competitive debut.
Martin thus has reason to bemoan the end of a qualifying campaign that has been long on pain and is only now showing some gain.
"I didn't play in the early stages so I'm disappointed the campaign is coming to an end," he admitted. "I've loved it since I've been involved, we've had a couple of good results and now there's a bit of belief amongst the squad and hopefully outside the squad there's a bit more belief in us. It's probably come to an end a bit too quickly for me."
The experience has sharpened his anticipation for the next qualifying challenge, one that he is determined must end in France 2016. Born in Brighton, Russell qualifies for Scotland through his father but his patriotism is undimmed by the geography of his birthplace.
"For me, international football is the pinnacle," he said. "It was a very proud moment the first time I did play and every time I get called up now is a source of pride for me. It shows how far I've come in my career in a relatively short space of time. The ultimate aim is to play in a major tournament and if that happens it will be another step up from where we are."
He would welcome Kris Commons back for any tilt at France. The Celtic midfielder has announced his unavailibility for Scotland but hinted last week that there could be a return in an undetermined future.
"Commons is a good player and you always want good players around you," said Martin. "He's made the decision for reasons he will know, to see a bit more of his family. I understand it's hard when you are coming away and not playing, I've been there myself.
"If he does decide to come back he'll be an asset to us. We have mutual friends who play down south so I know he's playing really well at Celtic. And if he decides to come back he will be welcomed back with open arms by the lads."
However, he added: "I want to look back on my career and on as many caps as I can possibly get. So I'll keep going until my legs won't allow me any more and I stop getting picked."
Martin, of course, is now a team-mate of Gary Hooper and he admits he was surprised at the quality of the £5m recruit from Celtic. He accepted the Englishman had come to a "smaller club" than Celtic but said the striker faced a challenge to win a starting spot with Chris Hughton playing one striker and Ricky van Wolfswinkel, the £8.5m Dutch striker, taking that role so far. "If he can score goals week in, week out then he is going to be in amongst it," said Martin of Hooper's ambition to play for England. "He has come in and got injured, unfortunately. But I have seen more than enough in training to suggest that he is going to get goals. He's just a natural goalscorer. Once he gets a run in the side the goals will come."
Martin believes Hooper could follow the example of Rickie Lambert, the Southampton striker, and win an international cap. "If you are playing well in the Premier League people can't ignore you," he said, a statement which seems untrue of its author. "I still don't get recognised too much up here," Martin admitted.
He will, one suspects, be no stranger to Scotland starting line-ups for a European qualifying campaign that a nation prays does not end too soon but in success.