You're right, they are used to it.
But as a Red Sox fan, I know how the Cubs and their fans were feeling. When a team has gone a long time without winning the World Series, you always think that this is The Year.
You have it in the back of your mind that your team will FINALLY win it all and end their WS drought. When it doesn't happen, you're disappointed. There's nothing wrong with that. Now, whining about every day for three months would be an issue. But for a few days? They have a perfectly plausible excuse.