irrotev mentioned the over-confidence of the fans, but taking a look at the team, there could be a few symptoms of victory disease. They weren't running Watson, Johnson, Hauritz or Mike Hussey; although it does mean a full week between matches for those players, they may have been backing off the pedal a little too much. The chase was an impressive comeback, but the inability to control the target was no shock. The result really doesn't indicate that they were running 5 players with 30 international games between them.
They also played the eliminator with too little concern for risk. Warner came in to play big shots, but didn't have any time to get his eye in. Tait did effectively the same thing. You get the feeling White would have been sent back out regardless of whether he'd had 26 sighters or not. Southee getting the ball made sense as he was the warmed up death bowler and that was NZ's advantage. Australia had the advantage of having an 80 run partnership going at the end, but they effectively chose to half it.
I guess it is just one T20 and if that's your worst result in 3 months, then there isn't much to worry about. However, my concern would be any increase in a tendency toward hubris. We've seen players being rested with the series still up for grabs and it would be most disappointing to see a loss as a result of that.