Ancic is still young
If you want to talk about disappointment in finals, try Cedric Pioline. He was in 17 finals during his illustrious career, and he only won 5 of them.
Frankly though, not even half of the loses were actual chokes. When you run into a better player, or someone playing better, there's no shame in losing. Plus, I'd say only 25% of alleged "chokes" are actual chokes, but that's another topic!