I guess if ever the Celtics is going to lose to the Warriors, there's nothing to be ashamed of. In fact, they could hardened everyone, including the coaching staff. In this season, it was the Bucks (defending champs) and the Nets who are the favored to enter the finals and win. But after the all star break, Celtics enjoyed one of their best runs and now they are in the finals. They have to win game 6 at their home to keep their chances alive. But if not then the Warriors the champion again. And for the record, they didn't lose to anyone, it's that Durant left and then Thompson and Curry and Green got injured. Now that they are healthy again, they have another chance to win the championship for this season.
Of course there is no shame in it, but there are teams that goes to finals all the time, and there are ones that barely get a chance, Celtics is not one that has a chance to go there all the time. Their stars are young, but they may fail to get there again and again.
This is why I fear that Celtics may not repeat this finals success, so if they want to win one ,it is now or it may not be ever again. I am not saying that there is a zero chance they would make it to finals again, but it would be very difficult, so why risk it when you can do it now? Just win 2 more games and you are done, then you can just relax, sit back, and enjoy the rest of your career.