Forlorn walk back

Sreesanth to Ryder, out Lbw!! No! Ryder and Williamson do not remain undefeated for the 2nd session in a row. Nice tight line and the reward for attacking the stumps has paid off for Sreesanth here, pitches on middle and skids on, Ryder was late in getting his bat down, the ball strikes him first on the pad and then the bat, Steve Davis rules it out, that was plumb, Sreesanth exults, Ryder is gutted, he makes the forlorn walk back, on the way back, he is congratulated by the Indians, that is also is the end of day 3.

Please explain to me what 'forlorn walk back, on the way back' means here. Though I know forlorn means sad and alone.