The new PAGES2k global compilation of temperature-sensitive proxies offers an unprecedented opportunity to study regional to global trends associated with orbitally driven changes in solar irradiance over the past 2 millennia. Here, we analyze pre-industrial long-term trends from 1 to 1800 CE across the PAGES2k dataset and find that, in contrast to the gradual cooling apparent in ice core, marine, and lake sediment data, tree rings do not exhibit the same decline. To understand why tree-ring proxies lack any evidence of a significant pre-industrial cooling, we divide those data by location (high Northern Hemisphere latitudes vs. midlatitudes), seasonal response (annual vs. summer), de-trending method, and temperature sensitivity (high vs. low). We conclude that the ability of tree-ring proxies to detect pre-industrial, millennial-long cooling is not affected by latitude, seasonal sensitivity, or detrending method. Caution is advised when using multi-proxy approaches to reconstruct long-term temperature changes over the entire Common Era.