Apparently May 2021 was the worst month ever for Bitcoin.

Only if you go by market cap...
and if you're going by market cap you're going to be saying that at least once every four years.

Also May was a fine month.
We are in the same price range as January.
The consolidation months were bubbled.
Feb/March/April were high a lot more than May was low.
That's what happens when you have a billionaire tech troll pulling strings.