But Friday's farewell in the Senior PGA Championship was as tough as any, because this time the faces in the crowd were friends, family and neighbors, business associates and buddies, people he's known all of his 75 years.
'I've lived here all my life,' he said. 'And if you don't know how long that is, I'm not going to tell you.'
His game barely reminiscent of that which made him a seven-time winner of majors between 1958-64 and one of the world's most recognizable figures, Palmer really didn't want to play this week. But he knew skipping it, on the very Laurel Valley Golf Club course where the PGA Championship and Ryder Cup were played largely because of his influence, would disappoint so many.
'It's another of those emotional situations for me,' Palmer said. 'I'm not sure that I would even be playing if it weren't for the fact this tournament is here. I'm quite aware my golf is not up to speed. So that reason alone is enough for me to not have played.'
His 14-over 86 Friday was memorable only for a long birdie putt he dropped on No. 17, and an even longer one he just missed on No. 18. He managed just two pars on a back nine that included a triple-bogey 8 on the monstrous, 605-yard No. 11 - as if anybody cared, except that it meant he missed the cut.
His career is filled with so many championships, so many superior rounds, so many memories even he doesn't know where to start to describe it - though that victory 59 years ago in the West Penn Amateur is a good place to start.
'He defined major golf as it's played today,' an admiring Peter Jacobsen said.
But even after Palmer and his countless million 'Arnie's Army' recruits transformed golf into a common man's game, one not just for country-club elitists but also for bus drivers and machinists, he never left home.
Sure, he spends considerable time each year in Florida, close to his own Bay Hill Invitational, but he'll tell you the Pittsburgh area is home. He's even building a new house overlooking Latrobe Country Club, the course where father Deacon was the superintendent and Arnie learned to play the game.
And because he never left home, his hometown never left him, even during the 14 years since his last top-10 finish. That was evident Friday as wave after wave of spectators, many of them previously scattered over the course, converged at No. 18 to watch him finish.
He repeatedly doffed his off-white Laurel Valley cap to acknowledge the cheers, to give a knowing wink or a nod to a familiar face. And, in Latrobe and Ligonier and Greensburg and the assorted nearby villages and boroughs, it's difficult to find anyone who doesn't think he or she knows the King.
'The local people have, oh, all my life been extremely supportive of me and my golf,' he said. 'I felt like I had to at least show up ... and show them the respect they deserved.'
And that birdie, one of only two in his two rounds? It gave him another reason to play again in another tournament, on another day, even if it's not where the home folks can show up to watch.
'That gives me a license to play another round some time,' he said.
Obviously, that one final, conclusive goodbye - his retirement - is still yet to come.