But, for Indianapolis, its acquisition of Gay is beginning to look like one of the offseason's savvier moves.
The fifth-year kicker Sunday became the first player in NFL history to convert four field goals of 50 yards or longer in a single game, his 53-yard conversion in overtime catapulting the Colts to an unlikely 22-19 road victory at M&T Bank Stadium.
Gay said it was in a rare zone Sunday, making five kicks in all -- three from 53 yards and two others from 31 and 54 yards each.
Gay was "really just in that blackout mode where I wasn't thinking too much," he said.
"When I'm not thinking about anything, and I'm just back there kicking, it means I'm fluid," Gay said.
The Colts needed every bit of Gay's big leg Sunday as they were playing without starting quarterback Anthony Richardson. The fourth overall pick in the 2023 draft missed the game with a concussion he sustained last week against the Houston Texans, and the Colts' offense was much more limited with backup Gardner Minshew under center.
For Gay, it was an opportunity to make good on the team's faith in him at a moment when his contributions were most necessary.
"As much as you do it in practice and you try to get that respect of your teammates and things like that," he said, "nothing does it like a game."
That growing confidence in the kicker was immediately evident among Gay's teammates.
"That boy was nailing them," linebacker Zaire Franklin said. "People underestimate the power of the kicking game."
Franklin later added, "That boy is a savage, man. Whatever he needs, I got him."
Gay's journey has taken some interesting twists, from his days as a college soccer player to his unexpected transition to place kicking (which began at a specialist camp at the University of Utah in 2017) and even his stunning debut season that earned him the Lou Groza Award that same year as the best kicker in college football.
"I'm not supposed to be here," Gay said.
Even his path to Indianapolis was strange, seeing how he had several stints on the Colts' practice squad in 2020 before finding a long-term home with the Los Angeles Rams.
Gay's historic day came on an afternoon he shared the field with an all-time great, Ravens kicker Justin Tucker. It was Tucker's missed field goal from 61 yards at the end of regulation that afforded Gay the opportunity to later make the winner.
"He's arguably the greatest of all time and I have nothing but respect for what he's done and the success he's had," Gay said of Tucker.