It's the price of success. Both programs, and Wisconsin, have and will vie for the best players & coaches. Anything short of the National Championship is seen as some degree of failure. But when they win it, and the good ones "Go Pro", it's tough to argue their choice. That's their dream.
At the end of the day, I don't think any of us really regret not having had these great players for a full 4 years (well, maybe a little). Not having had them in our programs at all would really be a regret!
I get just as big a kick about being able to say "That guy played at North Dakota" when I see them in the NHL.