Henderson had his opportunity on Wednesday with a 6-5 lead in the ninth inning and couldn't convert, allowing three successive Rockies hits with one out. The last was Tyler Colvin's winning double, a hit that hugged the first-base line and sent Henderson to his first blown save in the big leagues.
It was the Brewers' 23rd blown save, most in the Majors. It was also their 23rd loss decided in an opponent's final at-bat, and their 10th walk-off loss on the road.
Three of those walk-offs came amid the just-completed road trip, a dismal 1-5 showing against the last-place Astros and Rockies that dumped the Brewers to a new low point -- 12 games under .500.
"It's going to come," Rogers said of his wait to win. "We've been close a lot of times, and I feel like we're an out away or whatever the situation may be, but I have a ton of faith in the guys that are coming in. Henderson has done it for me all year at Triple-A. I can't tell you how many times he's come in with my runners on and picked me up, you know what I mean? I feel for him."
Henderson became the seventh different Brewers reliever to be saddled with a blown save -- which are not necessarily limited to the ninth inning. The Rockies are second with 20 blown saves to the Brewers' 23, and two teams are tied at 17. Entering Wednesday, only the Mets owned a bullpen ERA worse than the Brewers' 4.83.
Manager Ron Roenicke has tried John Axford, Francisco Rodriguez and Henderson as the closer. Kameron Loe got a ninth-inning save opportunity on Sunday when Henderson was unavailable.
It was Henderson's turn again on Wednesday. After Nyjer Morgan's three RBIs keyed a Milwaukee comeback that included a five-run fifth inning, Rodriguez, Manny Parra and Axford combined for two scoreless innings of relief. Then came the ninth.
"Same thing," Roenicke said. "We play good baseball, and then give it up at the end."
It was Axford who suffered blown saves on July 29 and Aug. 10, costing Rogers a victory. This time, it was fellow rookie and former Triple-A teammate Henderson, who faced Tyler Colvin with two on and one out in the ninth inning. Colvin ripped a slider over first base, only inches fair, for a winning, two-run double.
Brewers video coordinator Joe Crawford took a close look at the winning hit and reported to Roenicke that it bounced first in foul territory, then came back fair.
"It was a slider in, and it's hard to keep that ball fair," Henderson said. "I was very surprised it stayed fair. ... It stayed true to the line though, it didn't curve."
Speedy Eric Young Jr. scored the winning run from first base.
"When he first hit it, my first thought was 'break up the double play,'" Young said. "But then I heard the sound of the crowd getting loud and from then I just put it into my highest gear and tried to get it to the plate."
Roenicke lamented the Brewers' missed opportunities earlier in the game, including a bases-loaded chance against Rockies spot starter Guillermo Moscoso in the first inning that produced no runs. Roenicke lamented another bad first inning for a Brewers starter -- Rogers this time, who slipped into a 3-0 hole after the first inning and a 4-0 hole after the second.
Starting pitchers Mike Fiers, Randy Wolf and Rogers each surrendered at least three Rockies runs in the first inning this week. All told, Colorado hitters saw 76 pitches in the first innings alone this series, while scoring 10 runs on 11 hits in 16 official at-bats, including four doubles.
"We're going to have to figure out something as starters," Roenicke said. "You're going to have to be more prepared and ready, and not give up so many in the first [inning]."
"Obviously, it wasn't my intent to do that," Rogers said. "You can't walk guys. Walking Young to start the game, I put myself in a bad position. Leadoff walks come back to haunt you and I have to do a better job. ...
"After that first inning, I settled in and pitched like myself. But there's no excuse for what happened in that first inning."
It was a busy few days for the rookie Brewers right-hander. Rogers pitched seven stellar innings in a no-decision at Houston on Friday, hurriedly threw a between-starts bullpen session on Sunday morning and then traveled home to Arizona, where his wife, Kerrie, gave birth to a daughter at 7 a.m. MT on Monday. Ellyette Bay Rogers is the couple's first child.
Rogers arrived in Denver on Tuesday night and started Wednesday's afternoon series finale.
It was almost the perfect story.
"It was close," Rogers said. "It was still a pretty darn good week, though. I was going in a million different directions, you know what I mean? It feels good to be back and have some sort of normalcy, but it was wonderful to be there and experience that with my wife. It was an experience like nothing else."