Ummm ...

Jordan Spieth: squanders 5-stroke lead with 9 holes to play in 2016 Masters.
Adam Scott: blows 4-stroke lead with 4 holes to play in 2012 British Open.
Rory McIlroy: shoots a final-round 80 as he went in with the 54-hole lead (2011 Masters).
Ernie Els: shoots a final-round 80 as he was in 2nd place (2004 US Open).
Greg Norman: shoots final-round 78 with a 6-stroke lead to lose the 1996 Masters.

It DOES happen ... and that's just some Major Championships. And these guys account for a total of 14 grand slams titles.