I don't think that the bookies are wrong putting the Nets as underdog.
Next game will be at Bucks home court and probably that is the reason they are the favorite to win the next game. So let's see if Giannis will perform better, what I mean is that he is doing good in this series, scoring 30+ but he is over shadowed by Durant. And as the season is on the line, he needs to step up here and forced game 7.
Without Kyrie and Harden still not 100%, placing Nets as underdog is fair enough, considering also that they are visiting team and we all witness how Bucks take game 4 from them.
Though if KD play the same intensity bringing everything in his shoulder, the chance still high for them to win, and like what you have said Giannis needs to step up if he wants to push this series into do or die game, Him and Middleton should help each other to keep their distance near from the Nets.
Expect Durant and Giannis to have another monstrous games, player props might good to consider from this game if you are unsure which team to back up.