That's a scary Halloween thought for a manager who got second-guessed throughout October, a front office philosophically opposed to big-money, long-term contracts for closers and a fan base that now expects to be watching playoff baseball every year at Wrigley Field.
But the Cubs can't be the team they envision - winning between 88 and 100-plus games every season for the foreseeable future and putting another World Series flag next to the iconic center-field scoreboard - without Davis or another elite ninth-inning pitcher.
"He's got huge balls," Cubs president Theo Epstein said. "No moment's too big for him."
Davis - who seemed to purposely avoid talking about The Streak when he set a franchise record by converting his first 32 save chances in a Cubs uniform - is about as low-maintenance and drama-free as an All-Star closer gets.
You might not remember any of those regular-season saves or his Wrigley Field warm-up music (Dr. Dre's "Ackrite"). But Davis made a lasting playoff impression with his epic elimination-game save against the Washington Nationals (seven outs, 44 pitches) and gutsy Game 4 performance in the National League Championship Series (six outs, 48 pitches).
"He wants the ball," Epstein said. "And he can get good hitters out, because he's got stuff that when he executes it, it's just about impossible to square up."
If getting dominated by the Los Angeles Dodgers in that NLCS was an eye-opening experience - their relievers faced 58 hitters and gave up four hits and allowed zero runs in 17 innings - then the World Series should be another reminder of how much work the Cubs have to do to get back there.
While the Astros have so far been able to outhit their very shaky bullpen, Los Angeles is one loss away from a World Series failure because its relievers headed into Tuesday night's must-win Game 6 at Dodger Stadium with a 5.32 ERA (15 total runs allowed in 23.2 innings).
Outside of Pedro Strop for an at-bat or two - and maybe Carl Edwards Jr. if he's on that night or lefty Mike Montgomery in the right matchup - is there anyone on the Cubs roster now that you would trust to face George Springer, Alex Bregman, Jose Altuve and Carlos Correa in a one-run game?
Another October with a hyper-focus on the bullpen means Davis will get paid as a free agent, the year after a record-setting winter for closers, though even he doesn't seem to think that Aroldis Chapman's five-year, $86 million megadeal with the New York Yankees is a realistic target.
But it's also not realistic to think that the Cubs can take a mix-and-match approach with the ninth inning or hope an internal candidate can grow into the high-pressure job in 2018. Elite closers have an outsized influence on the contending teams the Cubs expect to be between here and 2021.
"What they've proven is - when you're on the verge of extinction - how valuable they are," Cubs manager Joe Maddon said. "Because not everybody can handle those moments. Aroldis was able to dominate. I can't tell you necessarily that Wade has dominated, but Wade knows how to pitch to the point where he's going to get both righties and lefties out, based on his pitch-ability.
"Chappy was more of this blunt object. He just could overpower people, but he could do it often. There are certain guys when you get really back to the wall ... there's not many of them, but those that are out there are really, really valuable."
Maybe the Cubs have valid concerns about a pitcher who recently turned 32 and spent parts of the 2016 season on the disabled list with a forearm strain and a flexor strain. There could be bigger needs - like replacing 40 percent of the rotation - and multiple holes to fill in the bullpen. But Davis went above and beyond what the Cubs could have hoped for when they traded Jorge Soler to the Kansas City Royals during last year's winter meetings.
"We'd love to have Wade Davis back," Epstein said during his year-end Wrigley Field press conference. "We all know it's more complicated that that. Wanting doesn't mean having. And it's a complicated landscape in the offseason."