Sometimes all you can do is shake your head and ask how did they lose that game of football?
After a dominant second half performance where they did everything but put the ball in the back of the net, Rovers looked to be heading towards a useful and more than deserved point at Oxford United.
But in the sixth minute of added time, Josh Ruffels galloped into space and lashed in a low shot from 30 yards to snatch all three points for the hosts.
And there the run of strong recent form comes crashing to a halt. Undeservedly so.
Rovers had survived a scare. Referee Sebastian Stockbridge pointed to the spot when Niall Mason tripped Jack Payne, even though the foul looked to have taken place at least a foot outside the box.
Payne stepped up and struck a low penalty which Ian Lawlor saved with relative ease.
But between half time and that 80th minute frightener, Rovers had been in full control of the game and really should have gone in front.
The impressive Tommy Rowe struck the inside of the post and watched on in agony as the ball rolled along the goal line before spinning out.
And Rowe drilled a superb shot from 25 yards moments later which drew a fine save from Simon Eastwood.
Ultimately though, Rovers would leave the Kassam empty-handed.
So, why did Rovers lose?
Stating the bleeding obvious it may be but Oxford scored and Rovers did not.
Failing to turn dominance into goals has been worryingly prevalent throughout this season.
As has conceding very late goals.
This was the fifth time they have conceded in stoppage time this season. The seven points dropped from those late hammerblows would put them on the fringes of the play-offs.
The goal itself was always going to be a controversial one, given that it hit the back of the net six minutes into injury time after only three were signalled.
Harry Toffolo had been treated for injury during those initial three minutes but not for three.
Just before the goal, Oxford had a goal kick and it is fair to say everyone in the ground expected referee Stockbridge to blow for full time once the ball reached half way.
He did not and the Rovers defence was caught napping as the ball was fed to Ruffels to fire home from distance.
Lawlor was slow to get down to the shot but the ball had come past both Andy Butler and Ben Whiteman, the latter of which should have closed down Ruffels.
PLENTY OF POSITIVES TO TAKE
It might not have felt like it when the late blow was struck but there was enough from Rovers to warm the cockles at a bitterly cold Kassam.
They took the good work from the win over Scunthorpe United the previous week and delivered it once more, particularly in the second half.
After duking it out in an even first 45 minutes, Rovers upped the intensity to a level a fancied Oxford side simply could not live with.
Pressing, led by the aggressive John Marquis, was excellent and led to all sorts of openings for Rovers to take advantage of.
Oxford were penned into their own half for long stretches of the second period, such was the relentlessness of Rovers both on and off the ball.
They appear to have found a way of implementing a high press without running themselves into the ground.
And they coupled it with quick movement of the ball, intelligent running and real attacking intent.
Looking at the bigger picture of Rovers being a side in continued development, it was another positive sign of their progress.
Putting it simply, if they play like they did on Saturday on a regular basis they will win more than they lose.
The return of Alfie May was a considerable boost.
After two months out the striker came off the bench and showed Rovers what they had been missing.
His pace put Oxford on the back foot and he found plenty of joy in the channels which helped Rovers maintain the pressure on the hosts for long periods of the second half.
With Marquis looking much more like the take-no-prisoners attacker of last season, Rovers are beginning to shape up well in their attacking ranks.