Rovers led 12-0 at half time but a try from Deon Cross threw the game back into the melting pot.
Although two Oliver Gildart tries seemed to put the game to bed, a try from Harry Robertson gave some hope but it was not to be.
Here is everything Paul Wellens said about Saints' performance.
Q: Was it the first half that did it?
PW: Yes and no, because, you know, the first half we were under immense pressure, that was clear to see.
We struggled to get out of own half, and obviously conceded a couple of tries, one being when we went down to 12 men.
So, it certainly hurts us that period, and there's no getting away from it.
But at the same time, I thought we responded well in the second-half.
Q: Your opposite number said you couldn't take anything away from the way you kept going. You did change the edges, didn't you - was that a necessity of things out there?
PW: We were moving the ball and getting some joy down to our left-hand side, and we just obviously thought with Matt Whitley being a back row playing in the centre, and we thought if we could move Harry and Tristan out there it would give us a bit more strike, and we might get something from it because quite clearly at that point we were in need of points.
Q: At 12-6 on the hour mark did you think you could do it again?
PW: The real frustration as I come away from the game and when you reflect on the game is that for the first 40 minutes they had a stranglehold on us and they didn't let go.
And then the second-half started and we had a stranglehold on them and then we let go.
Whether that be we passed it off the floor, hit someone there without the ball, a one-on-one steal, an error - We're just big contributors to our own downfall in that period.
And you do that against opposition like this on a night like this, invariably you get punished.
Q: Do you think you could still do it though - even late on?
PW: Yes, I did.
Like at 12-6, even when it was 16-6, I was like 'we can get another try and win the game'.
I think when we scored to make it 12-6, you could sense there was a bit of tension in the stadium, and there was a little bit of nervousness around, and it was our responsibility to capitalise on that then.
And actually what we did, we released that pressure, and we've got to take responsibility for that also.
Q: In the first half they were suffocating the Saints attack, you're almost going side to side and a couple of times you didn't get that kick away.
Were they all products of what they were doing to you, or do you need to do better there?
PW: Well, in some ways it's difficult.
You're carrying the ball off your own line, trying to go out of the yardage, and there's not too much else you can do.
At the back end of the half, to the credit of the players, we did start to shift a little bit more to pick up some metres and did that really well, but we'd pick up the metres, get tackled on last and different things like that, which didn't help us also.
So, there was just too many moments in the game where we've not perhaps made the right choice.
Q: Was it a relief to get to half-time because they were rattling you?
PW: Yes, it was. And I said to the coaches in the box, we just need to get to half-time and settle everybody down here.
That could have easily blown away from us at one point, but we were resolute at times in the first half, which gave us a chance to go out the game in the second-half.
At 12-6, given the balance of play, we were probably the happier of the two teams at that point, but then we contributed to our own downfall.
Q: Was the wind a big factor in that first half because in one set there was a really good defensive set - but with a the last tackle drill downfield you are being tackled on your 10m line?
PW: I think the wind was a factor in the whole game, for both sides, and it was obviously a strong wind and I think they probably handled that a little bit better than we did.
Obviously we had the disruption as well.
You lose Jon Bennison - we came into the game playing three middles on the bench because I thought we needed to match them up front, but when we lost Jon Bennison, it's not like we've got Mark Percival to stick out in the wing who's done it before.
So we had to shuffle our spine around, which then took away an interchange and made it more difficult to rotate the middles as I would have liked to have done.
It had an impact, but you have to just handle those situations.
Q: Could you feel them wobble after the Cross try, but also after the penalty and the dissent 10m penalty?
PW: There was a moment there, wasn't there?
I sensed in the ground that they got a little bit nervous.
Had 12 nil gone to 18 nil, then I think they would have felt a lot more comfortable but when it went to 12-6, given what we'd done last week and people say you don't factor that in, but the psychology of the game is quite important at times, and they were thinking, 'Hey, they're not going to go away here'.
I don't think we went away from an attitude and an effort type of sense, but we went away in terms of being smart enough in the right areas, and ultimately it made a big difference on the night.
Q: It looked like game over after Gildart's second try, but five minutes to go your still in with it?
PW: Yeah, we were.
Obviously in the last play, a bounce of the ball doesn't go our way, but it is small margins in these big games, and you have to nail those moments.
That is something that we're going to have to look at moving forward as a club and as a team because we hope to find ourselves in those situations again.
We need to handle them better.
Q: You mention not having Mark Percival - how significant an injury has he got?
PW: He's got Grade 2 MCL. (Medial cruciate ligament).
He literally couldn't run, he was in a knee brace, so there was no point in even trying to put him out there.
He would have been unable to do the job.
Should we have made the Grand Final next week, I'm sure he'd have done everything he could to be there.
However, it still would have been unlikely.
Q: How do you broadly reflect - once the pain of tonight's over - on this season and what you've learned and the sort of good elements that you can take into next season?
PW: I think you learn from the good and the bad.
I feel that myself, the team, a lot of the players within it have grown as coaches and players, but we've also grown as people.
You learn to handle situations in a certain way and add a few layers to the onion, so to speak.
We move forward and I am proud of the players and know how hard they try and how much they care about each other. That was particularly true in tough moments of the season when there was a lot of criticism coming, not just my way, but the players' way as well.
How we stuck together, I think that was vital in putting ourselves in a strong position at the back end of the year.
When all is said and done, we were 80 minutes from Old Trafford, and should we have handled a few things differently tonight could have been there, but it wasn't to be.
But a lot of lessons learned, and it's important that you learn those lessons, whether the experience is positive or negative.