The Rangers need to start playing at high level immediately after the puck drops. Trailing early in games will come back to bite them, especially against playoff opponents. Always being down in games is not something you want to make a habit of but the Rangers have this season, and even though they sometimes seem to play better when they are, it is just not a good strategy to have.
The playoffs always bring out the best in teams and if the Rangers think they can consistently get away with being down in games and then coming back to win, they are sadly mistaken. This is not the regular season anymore. The playoffs are a completely different animal; because the format is a best-of-7 series instead of individual games, teams will quickly learn to adjust and shut the other team down, preventing any type of comeback in the process.
Having the ability to come from behind to win games is great, but so is starting strong and playing a full 60 minutes at a high level. The latter has proven to be a more effective strategy, especially in the playoffs.