Perhaps Djokovic is in their heads like Nadal was in the past? Those tiebreaks were poor by Federer.
In the open era, only Coria in the 2004 French Open final and now Federer in the 2019 Wimbledon final have lost a men's singles major final after holding a championship point.
Nadal used to be the master at winning the biggest matches on the biggest stages against his biggest rivals. He's not as good at it in recent years though, but up to the 2014 French Open final the master.
Ivan Lendl talked a lot about golf even during the height of his own tennis career. Lendl was a great coach for Murray because Murray already did most of the professional stuff correct, but needed that extra bit of mentality and calmness to get over the line in major finals. Zverev has a lot...
Pancho Gonzales died of stomach cancer in 1995. He was watching Wimbledon while at the hospital. He had been diagnosed with this cancer during the 1994 US Open, after he felt ill while watching Agassi vs. Chang in the quarter finals. Incidentally, Gonzales died exactly 1 year to the day after...
In the 1976 US Open final on green clay at Forest Hills, Borg had 4 set points in the third set tiebreak, but lost the set and the match in 4 sets to Connors. Borg apparently trashed his hotel room afterwards, saying it was the most angry he had ever been after a loss. In the 1981 Wimbledon...
I see it more as:
Federer: The Emperor, loved by the purists in particular
Nadal: The Gladiator, loved by the rebels in particular
Djokovic: A state bureaucrat who does a lot of the dirty work in society, and feels unappreciated.