Not really. The Bucks only lost 8 games at home all year and they're the best team in the East, so losing two on the road to them shouldn't be too surprising. Now obviously to win the series we'll have to steal on in MIL, but I wouldn't be full on panicking just being down 2-0.
Now if we get blown out in game 2 and lose game 3 or 4 then we panic.