I don't think the Spurs players believe themselves en led to anything. In fact, I find that statement to be bizarrely unsupportable.
I think they get easily disappointed and frustrated at this point because things aren't as easy for them as they've been in the past. And I do think that if your expectations are championships and you fall short, it's reasonable to consider that season a failure. I HOPE the Spurs players expect championships and I HOPE they're disappointed if their season ends without one. Even if such a season is objectively successful (relative to all but a small number of other clubs), I HOPE that being disappointed by only relative success is a motivator for the next season.
Spurs fans (in many cases) have gone overboard with the belief that a season is unenjoyable without a championship; but I think Spurs players have, by and large, been gracious (if extremely compe ive) losers when they haven't won and very gracious winners when they have. Having listened to just about every post-game from just about every playoff game that this team has played for the last 12 years, I think you'd be really hard-pressed to point to anything suggesting that they have the smug sense of en lement that the Shaq/Kobe Lakers manifested.