9 players who have made 2 Major finals in the Open Era have not won a Major: Miloslav Mecir, Alex Corretja, Mark Philippoussis, Kevin Curren, Robin Soderling, Kevin Anderson, Cedric Pioline, Todd Martin, and Steven Denton. Conversely, before Thiem, zero players who have made 3+ Major finals have failed to win a Major. That's a pretty good indication that Thiem will eventually win a Major, but not necessarily this Major (Lendl and Murray lost their first 4 Major finals; Agassi lost his first 3).