Jennings told reporters before their game against the Golden State Warriors that Milwaukee's history against the Heat makes him confident (Via The Milwaukee-Wisconsin Journal Sentinel):
The two games that we played Miami so far, we matched up well against them. If you ask me, that's who I would want to play first round, Miami.
Just the fact over the years, a lot of the games have gone down to the wire with us and Miami. Right now we haven't really played well against the Knicks. I just feel better if we play Miami first round, just the fact we have good games against them.
I don't know if it's because they're the champs or what, but we always play harder against Miami.
Jennings might as well be saying, "Sure, we're fine with losing in the first round of the playoffs."
However, the Bucks haven't played the Heat in the playoffs, and that's a completely different monster.
Even if deep down Jennings does want to face the Heat in the first round, that's not something he should go around spouting about. You don't poke the bear.
Just take a look at the Indiana Pacers. For a little over a week we heard that the hot Indiana Pacers were the biggest Eastern Conference postseason threat to the Heat, and all Miami did was dispatch Indiana with a 14-point win on Sunday evening.
Nobody should want to play the Heat at this point, it's the equivalent of hoping that you get the plague at some point in the near future.