Cobbler's sarcasm is on the money. New Zealand haven't won until they've, you know, won. Snatching defeat from the jaws of victory is a special skill of ours.
But we do this with the All Blacks too, except it's "oh god please don't let this be the game when we slip up". So either we expect the cricket team to totally balls it up when they finally have a chance to win, or the rugby team to totally balls it up even though they always win.
I couldn't watch New Zealand play sport without fearing that something, somehow will go wrong.