Solskjaer's wait for his first trophy as United manager goes on after he watched his team suffer penalty shootout heartbreak following a 1-1 draw with Villarreal on a rain-soaked night in Poland. United's wait for silverware will stretch into a fifth year.
David De Gea, picked ahead of Dean Henderson, was the only one of the 22 players to miss from the spot, his tame effort saved by Geronimo Rulli to hand Villarreal the first major trophy of their 98-year history and Unai Emery a record fourth Europa League success. It was a competition Solskjaer never wanted to be in after United crashed out of the Champions League group stages, but the Norwegian manager would have gratefully accepted the trophy, if only to have something to show for his two and a half years in charge.
Heavy favourites against a team who finished seventh in La Liga, United froze on the night and only managed two shots on target. Scott McTominay impressed in midfield but there were few others who could say the same. Marcus Rashford was particularly poor as United failed to create anything of meaning apart from Edinson Cavani's equaliser after Gerard Moreno had scored his 30th goal of the season to put Villarreal in front.
Even Cavani's goal came via luck rather than judgment when Rashford's shot cannoned around the penalty area and fell kindly to the Uruguay forward. Bruno Fernandes, captain for the night with Harry Maguire fit enough for a place on the bench, left the pitch in tears, but the performance, rather than the result, should hurt more.
"We didn't turn up," said Solskjaer, who was berating his players from the touchlines as early as the opening exchanges of the first half. "We didn't play as well as we know we can. We started all right and they got the goal, their only shot on target.
"They made it hard for us, they closed spaces. We had the majority of possession. They defended well. We didn't create enough big chances. Sometimes it's decided on one kick, and that's the difference between winning and losing."
Solskjaer doesn't need the Europa League trophy to convince the board he is the right man to find a path back to those glory-filled days under Sir Alex Ferguson, who was watching from the stands in Gdansk. A good summer transfer window with the Norwegian getting the "two or three" players he wants and there will be renewed optimism heading into next season.
Try telling the 2,000 United supporters drinking and singing in Gdansk that the Europa League doesn't matter, but there is no getting away from the fact that the Premier League and the Champions League are the aims. Challenging for those trophies is next on Solskjaer's to-do list, but he will also have to win something soon. He has already had longer in the hot seat both Louis van Gaal and Jose Mourinho, both of whom left Old Trafford with winner's medals.
"We need to get better, simple as that," Solskjaer said. "We've done really well this season coming through. The start was difficult. We had no preseason and lost three of the first six. We pushed in the league, maybe got closer to the top than we thought and we got to a final. But you need to win the finals to make it a good season."
Solskjaer is still growing into his role.
One of the criticisms leveled at him by fans is that he can be too cautious in his team selections, but he sprung a surprise here. Fred was left out, allowing for Paul Pogba to be picked in midfield and Mason Greenwood to play alongside Rashford and Cavani in the front three.
The change didn't stop United playing the hits as they brought the curtain down on a campaign during which they have seemed determined to do things the hard way. Go behind? Check. Concede a goal from a set piece? Check. Fight back to win the game? Not this time.
Rulli had very little to do over 120 minutes and it said everything about what Solskjaer thinks of the depth of his squad that he waited until well into extra time to make a substitution. He still doesn't have the options afforded to Pep Guardiola -- who Solskjaer will be trying to chase down next season -- and he will want that to be rectified with investment over the summer.
On May 26, 1999, Ferguson was able to throw on Solskjaer and Teddy Sheringham and it won him the Champions League. Fast-forward 22 years and Solskjaer's first changes were Fred and Daniel James.
It's likely Solskjaer will start next season with new players and, possibly, a new contract, but with both will come added pressure. The longer the wait for tangible success goes on, the harder it becomes to argue progress. He will need to make the promise pay sooner rather than later.