Do you think it might be a burden for Jannik that he hasn't had a chance to win a slam so far this year? He hasn't even played a single final of the two he's already played, which is a new situation for him compared to previous years (he's had a slam in his pocket for two years in a row starting with Australia in January, while this is the first "unusual" year).
I do think it will weigh on Jannik's mind that he has yet to make a slam final this year, but not just because he wants to win another major. Jannik, by and large is very good at intellectualising loss, even if it obviously doesn’t feel good in the moment. Not that he necessarily has a quick turn around where the loss doesn’t matter anymore (see: Jannik’s comments about how it was hard to move past the RG final last year), but rather that he’s able to compartmentalise the loss into a learning experience so that he's not dogged by the heartbreak. So in this particular case, I think Jannik will recognise the upset as a consequence of his body giving out on him, rather than a technical deficit in his tennis.
What I do think could be emotionally burdensome for Jannik is the context surrounding this loss. There was the immense pressure of coming into RG off a thirty match win streak and his golden masters and the expectation that he would dogwalk the tour through to the final. As well as Carlos' looming absence from the tour and the opportunity this presented Jannik to "catch up" in the slam count. And of course, overcoming last year's infamous final not only by winning the title but also completing his career grand slam.
From a tennis media/history perspective, there was no correct ending for Jannik except for the one where won, something that Jannik would have been cognisant of and almost certainly would’ve amplified the disappointment. With this fifth unsuccessful attempt at the title, the mass of this boulder continues to gain momentum, bearing down on him and his career until Jannik overcomes it or is crushed by entirely. Now, I do wholeheartedly believe that he will overcome it, but there is a niggling worry about the potential of this streak of RG losses becoming a sticking point in Jannik's psychology that cannot be easily unpacked as another lesson. The more Jannik continues to achieve without tying up the loose end of an RG title and cgs, the more it will be used to discredit his career. So while Jannik may be able to understand this loss as his body reaching it's hard limit of physical output, I imagine it will also tally up in his mind as another black mark against his name and career.
Then there is the matter of Darren. I think I can be fairly certain in asserting that if it's not this season, next season will be Darren's absolute last on tour and as Jannik's coach, and that I imagine weighs on Jannik. I'm veering slightly into speculation here, but I think it will be important to Jannik that he sees Darren off right. There are sheafs of evidence to show us just how high of a regard Jannik holds Darren in, how emotionally devoted he is to Darren and visa versa-- which is why it would matter to Jannik that he gives Darren a deserving final season where he can put everything Darren's taught him to use and show that Jannik is a good final chapter for Darren in this part of his life. And so I imagine with only two slams left to deliver that win, but not the cgs, which would have probably meant the most of all (unless he can convince Darren to stay another, final, year-- just one more Darren. He promises) the concern that he might not be able to give Darren his honours could start to dog him.
All we can do now is wait and see what Wimbledon and grass deliver us.