Since that day, currently the best in the Eagles' illustrious history, the club have had a multitude of issues to deal with, which makes their appearance in the Conference League showpiece even more creditable.
Palace's topsy-turvy campaign
The departures of captain Marc Guehi and talisman Eberechi Eze were difficult enough, without being demoted to the Conference League from the Europa League - for which they'd qualified with the win over City.
Not to mention their defence of the FA Cup was ended at the first hurdle when they were knocked out by non-league Macclesfield in arguably the biggest-ever upset in the competition.
The knowledge that manager Oliver Glasner was going to be leaving the club at the end of the season, too, might also have completely derailed their campaign.
Glasner may well have walked sooner had his disagreement with the board escalated, so it's to everyone's immense credit that they've put their differences aside to be able to get the club to within 90 minutes of what would become the biggest win in Palace's entire existence.
Rayo in great form
Perhaps of more immediate concern to Glasner is his side's form going into the final, given that their only victories since early April have come in the Conference League.
By contrast, Rayo haven't lost since early April, but in a one-off game, anything can happen, of course.
For the winners, they'll get a passage straight into next season's Europa League, and the evident riches that would bring, but for the losers, given their respective league positions (15th in the Premier League for Palace, eighth in LaLiga for Rayo - missing out on Europe by just a point), there would be no continental campaign to speak of in 2026/27.
In any event, the form of both teams in the Round of 16, quarter-final, and semi-final games in the competition has been fairly equal.
Two teams that couldn't be more equal
The South Londoners had won four of those six matches (two legs each), drawing one and losing one, whilst the team from Madrid won four and lost two.
Both teams had only let in more than one goal on a solitary occasion during that time, Palace losing 2-1 to Fiorentina in the second leg of their quarter-final, but prevailing after a 3-0 first-leg win.
Rayo's own 3-0 quarter-final first-leg win over AEK Athens held them in good stead, despite losing the second leg 3-1.
In terms of various metrics throughout the competition, the two teams can barely be separated again.
With 25 goals, 217 total shots and 77 of them on target, the Eagles hold the number one spot of any team in the competition, but it's their opponents on Wednesday that are right behind them with 22 goals scored, 204 total shots and 70 on target.
Even their conversion rate of 15% (Palace) and 14% (Rayo) is almost identical.
They've both conceded 12 goals in the competition, have five clean sheets each, have exactly the same pass completion rate of 83%, and are one and two in terms of the number of fouls they've made in the competition: 188 for Palace and 181 for Rayo.
Sarr and Alemao the dangermen
There's little doubt who will be looked to by their respective colleagues to fire the clubs to glory, with Palace's Ismaila Sarr top-scoring with nine goals in the competition, and also having the most total shots (42), and the most on target (16) from an Eagles perspective.
The Lightning's Alemao has four goals from nine shots on target, both best in class for Rayo, and if the Premier League team give him enough space in the danger areas, he will punish them.
Eddie Nketiah won't play any part in this one, but both Chris Richards and Adam Wharton look to have recovered from their respective knocks, which is a real boost for the South Londoners.
Both Cheick Doucoure and Borna Sosa will face late fitness tests to determine their availability, whilst Rayo will be without both Ilias Akhomach and Luiz Felipe for the final.
Another English winner of the Conference League?
Of the four Conference League finals that have been played to date, two have been won by Premier League teams, and both of them have been from London: West Ham and Chelsea.
They were both designated as the respective home teams, as Palace have been for this edition.
The Blues are the current holders, comprehensively beating Spanish opposition in Real Betis in last season's showpiece, if Palace fans are looking for another omen.
Red Bull Arena in Leipzig awaits, and for one team and its set of supporters, a night of glory will follow...
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