For someone of her stature not to have reached the last eight in Melbourne, Paris or London sits uneasily and you only had to bear witness to the way Vania King, the world No.81, was blown off court here in less than an hour to wonder just what the problem has been.
Windy conditions certainly hampered both. The Williams serve, normally a bedrock of her game, faltered slightly but not enough for King to be let off lightly. She was beaten 6-1, 6-0 and the No.1 seed can now contemplate a fourth-round meeting with another American in the shape of Varvara Lepchenko.
The New York crowd love Williams and she adores them back, although the United States Tennis Association (USTA) would prefer it if she could try to avoid destroying their own players. Taylor Townsend, the 18-year-old from Chicago, had already been dispatched here on Tuesday.
Catherine 'CiCi' Bellis, 15, created history by becoming the youngest home player to win a match at the US Open for 28 years with a brave defeat of the No.12 seed Dominika Cibulkova on Tuesday. The girl from Atherton, California, the richest city in the US, was in action in the early hours of this morning and there is hope that a clutch of young women players will follow Williams' lead and take the game by storm.
Certainly Nicole Gibbs, 21, added to the feel-good factor by producing the finest win of her life last night when she beat the 25th seed Anastasia Pavlyuchenkova 6-4, 6-7, 6-3.
Indeed, there is much consternation about the lack of male talent with only Sam Querrey and John Isner - both of whom won yesterday - likely to be the only two who will survive until the third round. The glory days of Andre Agassi and Pete Sampras ruling the roost are now rooted in the dim and distant past.
"At the end of the day it's an individual sport. I don't really care too much. I mean, I want all the Americans to do well, but I want them to do well for them," said Querrey when asked for his views about the lack of American talent in the men's draw. "We are all working as hard as we can and doing everything we can. We all want to win and we all want to be in the second week, and hopefully that can be the case in the years to come."
There won't be too much worry over Williams after her latest match.
Although, unusually, her first service game contained three double faults, the first set was wrapped up in 32 minutes. Two early breaks were enough to leave King chasing shadows far too soon.
The stats showed only 46% of Williams' first serves hit the target, yet when they did, King was only able to take two points from a possible 12. With the searing heat of the last few days replaced by much cooler temperatures, the wind was clearly affecting service games at both ends.
King too was suffering as she was broken in her first service game of the second set, ensuring no matter how hard she tried, there was no way back and when the 25-year-old hit long to allow her compatriot to extend her lead to 4-0, there was no way back.
"It was very windy out there," Williams admitted. "When it is like that you need to adjust and just make sure you get through."
The last two of her five US Open titles have been won against Victoria Azarenka, the No.16 seed from Belarus, who recovered from a shaky start to defeat the American Christina McHale 6-3, 6-2.
"It took me some time to get into the rhythm, I needed time to adjust and in the next match I will need to do that earlier," said Azarenka, eager to gain revenge on Williams at the third time of asking.
Ana Ivanovic, the No.8 seed, was a surprise casualty when the Serbian was defeated by Karolina Pliskova from the Czech Republic 7-5, 6-4. In the men's draw, Novak Djokovic and Jo-Wilfried Tsonga eased through.
With Andy Murray in action overnight, his brother Jamie suffered a big setback when he and John Peers, seeded 15th, lost in three sets to US duo Scott Lipsky and Rajeev Ram.