As the final seconds ticked off the clock inside Milwaukee’s BMO Harris Bradley Center on Saturday night, the cameras cut to reigning NBA MVP Stephen Curry, who had a bemused, almost bewildered look on his face. It was as if for the first time since the NBA season began six weeks ago that Curry even considered the possibility that he and the rest of the Golden State Warriors could lose a single game this season.

If it makes you feel better, Steph, you weren’t alone.

After six weeks of unforgettable fun, six weeks that included 24 consecutive wins to open the regular season, setting an NBA record, the Milwaukee Bucks finally became the first team to hand the Warriors a loss this season, winning 108-95.

Heading into the game, there were plenty of warning signs that this could be coming. Golden State entered Saturday night’s game with virtually every possible thing possible working against it. The Warriors were playing the seventh game of a two-week long road trip, one that had taken them from Utah to Charlotte to Toronto to Brooklyn to Indiana and finally Boston, and included several close calls along the way — none closer than the incredible 124-119 double-overtime slugfest the Warriors had against the Celtics in Boston on Friday night. They were playing without Harrison Barnes, who missed the entire road trip with a sprained right ankle, and while Klay Thompson played after sitting out Friday’s game, he didn’t look anything like his normal self, shooting 4-for-14 overall — including 2-for-7 from three-point range.

But let’s be honest: No one, including the Warriors themselves, ever really expected this to happen. The beauty of this team is that they never allowed themselves to even consider the possibility of losing. That’s why they were able to recover from fourth-quarter deficits in nine of their first 24 games of the regular season, including winning two different games in overtime and recovering from massive deficits in others.

It’s a feeling that was perfectly articulated by Brooklyn Nets Coach Lionel Hollins, a member of the 1977 NBA champion Portland Trail Blazers, last month before facing Golden State — and, ironically, coming as close as anyone all season to beating the Warriors.

“Once you win a championship, you gain so much confidence, and you believe nobody can beat you,” Hollins said. “You believe you can win any kind of way. … You never believe you’re out of the game until you’re actually out of it.

“It’s a great feeling to expect to win and know you’re going to win when you walk onto the court. I think the Warriors are at that point.

“It doesn’t matter who you’re playing, how they’re playing, it’s only about you, and you go out there and you do it … If that team doesn’t step up, they’re going to get beat by 30. If you step up, it’s going to be a close game.”

Over the last couple weeks, everyone was stepping up to take their best shot against Golden State. Every night, the Warriors knew, particularly on the road, they were going to get the best of every opponent and the loudest reception from every opposing crowd. This team doesn’t engender the level of hatred that the Miami Heat did back when LeBron James, Dwyane Wade and Chris Bosh teamed up in the 2010-11 season, but it certainly receives the same intense level of passion and attention.

“For sure;” Curry said after Friday night’s win when asked whether the atmosphere inside Boston’s TD Garden felt like a playoff game. “It’s been that way pretty much every road game we’ve been to.

“The atmosphere is at a high, and we get the team’s best shot. So it’s making us better and it’s teaching us a lot of lessons along the way on this streak.”

But, in the end, even these invincible Warriors proved to be human. After frankly being outplayed for most of Friday’s game in Boston, only winning thanks to an incredible performance from Draymond Green and Curry hitting just enough shots late to carry Golden State over the finish line. Not surprisingly, the Warriors didn’t look fresher Saturday night, and it finally caught up with them.

Golden State trailed by 11 at halftime and, despite a quick burst to open the second half that cut Milwaukee’s lead to 70-69 halfway through the third on a Brandon Rush layup, the Warriors never managed to regain the lead. Instead, the Bucks slowly pulled away as the game wore on, and as the Warriors fired one shot after another off the front of the rim — a sign their legs had finally failed them after taking on all comers over the past six weeks.

So as those final seconds ticked off the clock, Curry could only watch as confetti came down from the rafters as if the Bucks had won a championship. And, in many ways, they had. One of the most hallowed records in sports — the 33-game win streak the Los Angeles Lakers of Jerry West and Wilt Chamberlain crafted in 1971-72 — still stands. And, like that streak, it came to an end in Milwaukee, as a young Bucks team that’s struggled this season put together a terrific performance with the nation watching them.

Those are the details buried in the fine print, though. Sure, the Warriors didn’t find a way to finish off their run at history. But, in attempting to, they gave us six weeks full of fantastically fun basketball, further endearing themselves to a country that fully embraced Curry and Co. last season as they won 67 games and eventually took home the franchise’s first championship in 40 years.

Now the focus will shift to the next possible goal (at least, presuming they don’t win the next 34 games): trying to match or exceed the greatest single-season record in NBA history, the 72-10 mark Michael Jordan and the Bulls posted in 1996. With four months left in the regular season, however, there’s plenty of time to analyze the possibility of that happening.

In the meantime, the focus should instead be on what they did accomplish: capturing the hearts and minds of America by reeling off one win after another under a barrage of three-pointers, stifling defense and plenty of personality. The Warriors may have lost Saturday night, but they aren’t going away. In fact, their run has only just begun.

More NBA