Their reward was a 2-1 defeat after one of the most despicable performances from a Manchester United side in decades, and Louis van Gaal is the man who should pay the price for the latest and lowest in a string of failures which have left the Red Devils’ season in ruins.
It felt like it was going to be one of those nights from the moment David de Gea limped out of the warm-up to register the latest in a string of injuries, and while Van Gaal is not the man responsible for the physical ailments of his players it was the Dutchman’s decision to leave his first-team squad so low on numbers in the summer.
He has made a £300 million outlay since his arrival at Old Trafford look more like a £30m punt, and executive vice-chairman Ed Woodward is complicit in the mess United are in. Having decided to back Van Gaal to the hilt both in the transfer market and now in leaving the manager in a job, he has helped to drag the club down to a point even David Moyes did not oversee.
United were fortunate to find themselves ahead briefly in the first half in Herning. Memphis Depay swung home a right-footed effort from a low right-wing cross seconds after Vaclav Kadlec fired a glorious chance on the break straight at Sergio Romero.
The Argentine actually performed well after his late call-up to the starting XI, making fantastic saves in each half to foil the home side, yet the extent of his activity was simply further proof that United were second best for most of the game.
The damage was largely self-inflicted. Michael Carrick gifted the ball straight to Pione Sisto for the first goal, while Juan Mata offered a poor excuse for a challenge as substitute Paul Onuachu fired home the Midtjylland winner. Given the number of times United parted like the Red Sea for the Danes to make further chances, the damage could have been far greater.
There is, of course, a second leg to this tie. Next week at Old Trafford United will be given the opportunity to dig themselves out of this particular hole, and a 1-0 victory or better is all they need to progress.
But in the grand scheme of things, there is a far bigger issue to deal with.
Woodward looked close to tears by the end of the game. It may have been due to the cold, but more likely it was brought on by the realisation that sitting, watching and waiting is no longer enough. He has stood by Van Gaal for the last few months of turgid football and horrid results, and the time has come to finally act.
This, surely, was the night on which Van Gaal finally ran out of lives. And if it wasn’t, the loyal band of United followers who left the MCH Arena disgusted with what they had seen will want to know why not.