They pulled within a point, 81-80, with 2 minutes 29 seconds to play.
After pulling to within 85-79 with seven and a half minutes remaining, they got just 6 points the rest of the way.
The Nets were ahead by 18 when they pulled their starters with two and a half minutes remaining.
They fell behind early, but seized back a goal on a penalty before pulling ahead with 13 minutes to play.
Day scored 9 straight points to pull Milwaukee to 82-74 with five minutes left.
DiPietro was pulled from the game with 9 minutes 29 seconds left in the second period.
Still, the Knicks pulled to within 6 points with 3 minutes 43 seconds left.
Scoring the first 7 points of the second half, they pulled to 53-42 with nine minutes left in the third quarter.
But the Lions (2-5) pulled to 74-70 with three and a half minutes remaining.
He gave up 4 goals on 17 shots and was pulled with 6 minutes 45 seconds left in the game.