The Belarusian only lasted a set before she and her boyfriend, the American singer Redfoo, made their excuses and left but perhaps she just wanted to be back in the stadium one more time.
After defending her title with a 4-6, 6-4, 6-3 victory over Li Na of China, Azarenka celebrated long into the night.
"Everything," she said, when asked what she intended to drink.
For a 23-year-old, Azarenka is a complicated character. Born in Minsk and now living in Scottsdale, Arizona, independence has been a watchword throughout her childhood and she has learned to fight for what she wants.
It is an attitude that has helped her reach the top of the world rankings – she will stay there for at least the next few weeks – but it is also one that has made her hard to warm to. There always seems to be something of an edge.
But Azarenka said she is learning to be more honest when dealing with the media and the public.
"When I came first on the tour I was kind of lost a little bit," she said. "It's very difficult when you're alone. I was independent since I was 10 years old. I went to the States for the first time when I was 10 years old. It was a little bit scary and I wouldn't show my personality.
"So in the last few years I have been learning how to open up to people and to share the moments with them, and how to talk to [the media]. I wasn't really good before. I hope I got better.
"That's my thing, to show the personality that I really have outside the court as well. On the court I'm really focused, I'm really determined, I'm going to do the job that I have, and I'm going to have the face that I have, and I'm going to be the way that I have to be to be the better tennis player. But off court I'm a little bit of a different person."
On the match court, she continues to impress, especially so given the drama that seems to surround so many of her matches.
A contentious medical timeout, which lasted 10 minutes for two injuries to be treated, in the semi-final against American Sloane Stephens was close to gamesmanship in itself.
But the way she then told an interviewer that she simply could not breathe incurred the wrath of many people watching, both at home and in the stadium.
Her attempts to explain her words were a little convoluted, even if her explanation that her rib had locked and made it hard to breathe was perfectly believable.
Her problem is her delivery, though she and Stephens have apparently now cleared the air.
So the way she kept her focus and stayed concentrated when Li twice suffered nasty falls during their final was impressive and she was fully deserving of a second grand slam crown.
Yesterday, the trophy accompanied Azarenka through a round of media engagements and she seemed surprisingly cheery despite having had just four hours' sleep.
Describing the tournament as a "roller coaster", Azarenka said it was all the sweeter for what she had to go through and that she is already focused on the tasks ahead, specifically the next grand slam at the French Open in May.
Having won six titles in 2012, exceeding those achievements in 2013 will not be easy, especially with Serena Williams breathing down her neck in the rankings and Maria Sharapova chasing more titles.
But it seems Azarenka is not lacking in confidence about her ability.
"I want to top that," she said. "I have left all my memories in 2012. I've kind of cleared my head to make new memories."
As for Li, she headed home to China with the words of Stacey Allaster, the head of the WTA Tour, ringing in her ears.
"She's a national hero and there's nothing like being able to go to the dance again," Allaster said. "So I think people will rally around her."