If I were Alderweireld, I would have waited until the last minute as well. Maybe Atletico Madrid would give him a starting spot. Or any number of teams might have gone after him. Maybe Koeman decides to leave Saints for some strange reason. A lot of things can happen-- including Spurs making a last second move. So I'm sure Saints tried to convince him to stay, but he wanted to keep his options open.
Could we have done something different? Perhaps. It's like the girlfriend who breaks up with you, and you go back and replay the mistake-- "Hey maybe I shouldn't have had 20 drinks at the bar and thrown up on her that one time." or "You know what? Maybe that Metallica concert wasn't the best idea for a birthday date."
But in the end, it's really just not clear why she broke up with you exactly, and maybe she doesn't even know the precise reason. You can demand an explanation, but you'll never get a good one. And it wouldn't make you feel better, any. "Well, in the end I think it might have been you were just a little too fat and dressed like a slob, and honestly I'm just a bit out of your league." "Great, now I know." Best just to let it go.
I think perhaps Alderweireld is just an enthusiastic guy, and we mistook that general enthusiasm for enthusiasm for specifically for Saints. He was happy here and looking forward to coming back. But now he's happy to be going to Spurs, too.
In the end, he really didn't owe us anything. And he played after having dislocated his shoulder when it would have been easy to beg off. So we can have no real complaints.
As I said earlier, at the start of the summer most of us figured Alderweireld would be off. It hurts more in a way that we came so close, but I would look at this more like we did well to nearly pulling off a massive coup rather than us having thrown a gift Alderweireld away.