The Giants were four minutes away from securing the club's first Challenge Cup triumph for 69 years when Wigan winger Liam Marshall pounced for the crucial try that condemned them to a 16-14 defeat in May.
Ian Watson's men have bounced back in the league, however, and on Saturday will take on Salford for a place in the play-off semi-finals, one step away from Old Trafford and a chance to claim some long-overdue major silverware.
"It's disappointing to lose games but to concede a try with only a couple of minutes to go, that's what hurts more," McQueen said in the build-up to the play-off eliminator at the John Smith's Stadium.
"In a weird sort of way, it probably would have hurt less if we had been beaten 30-0.
"I'm probably still not over it .. for the rest of my life, I'll be watching the Super League and I'll be watching the Challenge Cup and I'll always remember the day we lost the Challenge Cup.
"If we could go on and win the grand final ... it would never fully erase it but it would soften the blow."
McQueen, a former NRL utility with South Sydney, Gold Coast and Wests Tigers, says the Giants will not be under-estimating the Red Devils, who won four games in a row, including a 33-16 triumph over Huddersfield, to secure a place in the top six.
"We played them a few weeks ago and they did a job on us,"Â he said.
"It's at our place this week but that's not going to get the job done. It's a big challenge for us but we're looking forward to it."
McQueen, who is in his second full season in Super League, won the Lance Todd Trophy as the Challenge Cup's man of the match and his outstanding form throughout 2022 was recognised with his selection in the Dream Team.
"I'm really proud of the individual accolades I've got this year but, ultimately, if we can't go on and win some silverware, it's still going to feel like a disappointing season," he said.
McQueen's impressive form has resulted in calls for England coach Shaun Wane to bring him into his World Cup squad.
The 35-year-old, who qualifies for England through his father, was capped by Wayne Bennett against Samoa in 2017 and would jump at the chance to play for them again.
"I would absolutely put my hand up to play," he said.
"He hasn't been in touch but someone said it might be better approach for me to go to him and give him a call.
"That might be something I'm going to have to do in the next couple of weeks."
