MIAMI—Reflecting on their first-round playoff series, members of the Miami Heat expressed their genuine surprise Thursday that they needed four games to beat the Milwaukee Bucks, team sources confirmed. “I know Dwyane [Wade] has been banged up, but it’s still pretty shocking that we couldn’t close out a team like the Bucks in less than four,” said small forward LeBron James, explaining that he and his teammates had expected to win the best-of-seven series in “no more than two or three games, tops.” “With the quality on our roster, there’s no excuse for letting the Bucks hang around like that. It was a real wake-up call for us, and we clearly need to step up our game for the rest of the playoffs.” James added that he hasn’t been so embarrassed since last season’s Eastern Conference Finals, when it inexplicably took the Heat seven games to beat the Boston Celtics.