Well, Looks Like The Colts Should Have Gone For That Perfect Season, Doesn't It?
The reason the Colts didn't try to go 19-0 is because they're the least aggressive, most risk averse team (in the words of Dan Shanoff) in the league.
The reason the Colts lost the Super Bowl is that they are the least aggressive, most risk averse team in the league.
Throughout the entire game, the Colts' game plan was about as conservative as we've ever seen in a Super Bowl. The only aggressive move they made in the entire game was when they went for it on 4th down... but it was obvious that it was Peyton Manning's decision, not coach Jim Caldwell.
Caldwell's entire mentality throughout the season has been a passive one. He has never coached to win a game, he has merely coached to not lose, and then he puts the game in Peyton Manning's hands, and hopes he can pull it off. As we've seen, more often than not, that's a successful game plan. But in the end, that's not how you become legendary, like the Saints did last night.
The Saints went for it on 4th down before halftime, when they could have settled for a field goal. In the end, they ended up getting the field goal after failing on the conversion and then stopping the Colts, but the aggressive move was made, and it was the right one.
At the beginning of the 2nd half, they kicked an onside kick, in one of the ballsiest moves in Super Bowl history. It paid off, and they took over the game, outscoring the Colts 31-7 after the 10-0 Colts run in the beginning of the game.
Maybe if the Colts were a bit more aggressive, and were able to really put the Saints away, instead of trying to just hold on, they might have won the game. And maybe if they were the kind of team who would have gone for a perfect season, maybe that aggression would have been there.