For the third time in its three-year history, they go into the Grand Final of their domestic league having lost the previous two.
Critics of what was originally the Celtic League that has now expanded with Italian involvement to become the Pro12 would like us to believe that is because it does not matter as much.
In reality, it is an indicator that even for Europe's best, the strength in depth of what is now the RaboDirect Pro12 means that even Leinster cannot drop their standards if they are to take that title.
The manner of their defeat of Ulster on Saturday in what was a fiercely competitive match for the best part of 70 minutes before the relentless quality of Leinster's attack finally tore their neighbours to shreds, has already made fools of those who criticise the Pro12 format.
Increasingly, any attempt to denigrate it relies on falling back to the single, feeble issue of the absence of relegation since every other argument has been rebutted.
In terms of overall quality, the consistent scale of the challenge facing those participating in the Pro12, as opposed to Europe's other leading leagues, was proven as long as two seasons ago by the fact that on average there are far more internationalists on show in its matches than in either England or France.
As for honing competitiveness, it has, as well as producing five Heineken Cup winners in the past seven seasons, produced six finalists in that period, to four each from England and France, 13 semi-finalists to eight from England and seven from France and 22 quarter-finalists to 18 from France and 16 from England.
This season, as pointed out in these columns last week, Pro12 dominance was such that its teams' overall Heineken Cup win/loss ratio, even including the results from the perennially struggling Italian sides and tournament newcomers Connacht, far outstripped that of England's top seven clubs and France's top six.
In the meantime, the notion that the Irish teams have been able to come through and win the Heineken Cup as often as they have because they do not take their domestic league seriously enough is not borne out either by those aforementioned percentages when it comes to the strength of participating teams or their record of showing desire to take the honours, Munster and Leinster having won three of the last four titles.
Of course they manage their team selections through the season, just as Sir Alex Ferguson has over the years at Manchester United in never picking the same side for consecutive matches. However, the way crowds are rising in the Pro12 underlines the educated nature of an audience that realises that, just as Sean Lineen did when taking a calculated risk with his selection for the final, crucial league match against Connacht ahead of Glasgow's semi-final with Leinster, coaches must trust in their squad strength to sustain season-long challenges.
Comparison with English Premier League football is also worth considering when it comes to the sheer quality of Saturday's end-of-season performance by Leinster. Unlike the two Manchester clubs, they have been able to sustain challenges on two fronts to get there while, unlike Chelsea, who won the Champions League with a commendably competitive but wholly uninspiring approach in their final, Leinster came out on top in a meeting with Pro12 rivals Ulster where both teams threw everything at one another.
Yet the winners of three Heineken Cups in the last four seasons, the greatest run in tournament history, have good reason to believe that their toughest challenge is yet to come on the basis of the experience of the last two years.
Twelve months ago, they were in a similar situation when, as newly-crowned European champions, they headed to Limerick for a show-down with then fellow two-time Heineken Cup winners Munster only to be well beaten by a fired-up home side.
Whether that was more painful than the previous season when, having exited the Heineken Cup in the semi-finals, they were beaten by Sunday's opponents, the Ospreys, in the Grand Final on home soil at The RDS is another matter.
Having witnessed both those events live, the temptation is to conclude that there was a trace of complacency in the Leinster ranks because of that home advantage in 2010, while they looked decidedly jaded in last year's final.
This time around they have, however, made it clear that they want to assert their superiority by becoming the first team to win the two biggest prizes in European club/provincial rugby in the same season and have geared themselves towards that objective.
A pugnacious Ulster side with its formidable Springbok spine having been unable to cow them, they must now rouse themselves to one final great effort against an Ospreys team that has, worryingly from a Scottish point of view, been resurgent since undergoing a major change of management in mid-season following Scott Johnson's departure to join Andy Robinson's management team.
The depth of quality in the Leinster squad is such that they must surely be considered favourites to complete their double on Sunday, not least because there could be no better way to celebrate this extraordinary season with their supporters in Dublin.
What the ferocity of the schedule they have undergone means, however, for Declan Kidney's Ireland – when he has just named 11 Leinster players, with the prospect of adding a 12th in Isaac Boss, in his 29-man squad for a fearsome three Test visit to world champions New Zealand – is another matter.