Sure, that happens :) but it doesn't mean that the proof is non-constructive, it just means that it's too abstract for me to understand. Sometimes, however, rereading it does wonders (e.g. I can't really visualize the Inverse Function Theorem (for functions R^2 -> R^2), but if I try to squeeze it into 3D space, I can almost visualize it, and the proof becomes logical).