And on Thursday, they had to overcome an historic performance from two-time MVP Giannis Antetokounmpo.
Playing on a left knee that is clearly still bothering him (he left the game during a stretch of the fourth quarter for treatment after a blocked shot), Giannis racked up an absurd 42 points, 12 rebounds, four assists, three blocks and a steal. He was plus-three in a game the Bucks lost by 10.
It was just the sixth time in NBA Finals history that a player went for at least 40 points, 10 rebounds and three blocks. The other five came courtesy of Kareem Abdul-Jabbar, LeBron James and Shaquille O'Neal (who did it three times, all in the 2000 Finals). And prior to Thursday, nobody had lost a 40-10-3 game.
When you look at the rest of Milwaukee's box score, it's not hard to see why Giannis is now the only member of that club.
Bucks not named Antetokounmpo went 27-of-71 (38.0 percent) from the field. Khris Middleton and Jrue Holiday combined to go 12-of-37 (32.4 percent).
With the possible exception of Pat Connaughton (who had 14 points and four threes), Giannis' supporting cast was, in a word, a disaster.
The Suns—who have decent length and toughness among their wings and forwards, a heady point-of-attack defender in Chris Paul and a budding rim protector in Deandre Ayton—deserve some credit, but the less celebrated Bucks have to shoot better.
This roster was smartly assembled with Giannis' limitations in mind. He wasn't likely to develop into a top-tier shooter himself, so the priority was being able to deploy floor spacers around him. Even the Bucks' center, Brook Lopez, has been empowered to put up 5.1 three-point attempts per game since he joined the team.
For the most part, the theory has worked. Giannis' drives drag multiple defenders inside, which creates precious extra fractions of a second for the shooters on kickouts. Those shooters, in turn, make defenders think about staying home on the perimeter, which opens up the paint a bit for Antetokounmpo.
The symbiosis has given Milwaukee the best winning percentage in the league (.714) over the past three seasons (by a lot). But in all three postseasons, opponents have attempted to wall off the paint by throwing bodies at Giannis, and the shooters haven't made them pay.
In the series they lost in 2019 and 2020, the Bucks shot 31.7 percent from three. This postseason, following an uninspiring 9-of-31 in Game 2 of the Finals, they're at...31.7 percent.
It has yet to doom Milwaukee, which cruised past the Miami Heat in the first round, knocked off a hobbled Brooklyn Nets squad in the second round and finished off the Atlanta Hawks without Giannis in the Eastern Conference Finals. This series against Phoenix isn't over, but it feels different than those previous three.
Just over a week ago, in Game 4 against Atlanta, Antetokounmpo suffered what appeared to be a brutal knee injury. The hyperextension that happened when he landed on Clint Capela's foot made his leg bow backward in a terribly unnatural way. That he's playing at all right now is remarkable.
"Twenty-four hours a day," Giannis said of the amount of time he spent rehabbing the injury leading up to the Finals. "...I haven't watched the clip, but when the play happened, I thought I'm going to be out for a year. ... So, I'm just happy that, two games later, I'm back."
There have been moments in both Finals games when he didn't quite look like himself. Every fall seems to induce a bit of breath-holding for observers. There is some wincing here and there. But even that suggests Wolverine-like healing ability. For him to be anywhere near his 100-percent self doesn't seem possible when you watch video of the injury.
Suns defenders can likely attest to a slowed Giannis still being a nightmare to deal with. On Thursday, he was 14-of-17 on two-point shots. He got to the line for 18 free-throw attempts. His willingness to draw fouls is, in itself, admirable. Plenty of NBA players might shy away from the contact after some airballs and the aggressive counting he's heard from fans in all four series. Not Giannis. He just keeps attacking, bum knee, obnoxious crowds and all.
In totality, it really has been a heroic return for Milwaukee's best player. He's doing more than most could've possibly expected. Now, he needs his teammates rise to the occasion.
A few, including Holiday and Middleton, have had their moments this postseason. But those two are a combined 42.2 percent from the field and 31.7 percent from three in the playoffs. They simply have to be better to make this series competitive.
As the Phoenix crowd raucously chanted "Suns in four!" with two minutes left in the fourth quarter, it was hard to disagree with them. This might just be a season of destiny for the legendary CP3. It's a leveling-up for Devin Booker, who appears to be going from star to superstar. And it's a full-fledged breakout for Ayton.
Even if Giannis' supporting cast plays a bit better at home, there's no guarantee they can overcome the depth and tenacity of the Suns. If he doesn't get a little more from Holiday, Middleton and company, though, "Suns in four" could be the calling card of the 2021 postseason.