It isn't time to hit the panic button, but it couldn't hurt to start giving it a look or two.
Even after returning to the 4-2-3-1 formation to placate the struggling Bradley Wright-Phillips and Sacha Kljestan, the Red Bulls still couldn't get more than a handful of decent chances - let along shots on goal.
Mistakes plagued the defense again, though a strong effort from Luis Robles kept the game close in the second half.
And the cherry on top was that Jesse Marsch proved too timid to use his third sub either to give someone a chance or pull a struggling player, which could have helped in the final minutes when the team finally found some chances.
The Red Bulls have now lost three of their last four and are beginning to look like the laughingstock of the Eastern Conference.
Fortunately for them, they have a chance to settle their nerves in the comfort of home for the rest of the month with a three-game home stretch coming up. But with all three matches against Eastern Conference foes - D.C. United, Columbus Crew and Chicago Fire - the Red Bulls cannot afford to head into May with less than double-digit points on the table.
Here are the New York Red Bulls player ratings vs Orlando City SC:
Luis Robles - 7
Orlando City could have won by significantly more if not for several masterful saves by Robles.
Kemar Lawrence - 7
Lawrence had his side of the ball on lockdown, but he really struggled in the high-press.
Aurelien Collin - 5
Aside from a few decent clearances, Collin's headers were either off the mark or lacking sufficient power regularly.
Aaron Long - 6
Considering that Long not only had to cover his own assignments, but Sal Zizzo's as well, it's hard to really give him a bad grade.
Sal Zizzo - 3
Zizzo owes Luis Robles his paycheck for the week after the MLS Iron Man saved his bacon. For that matter, he probably owes the Red Bulls a refund on his whole contract.
Tyler Adams - 5
Adams needs to be held accountable for his bad positioning on the set piece that led to the Orlando goal.
Felipe - 7
A fairly solid outing for Felipe, who found the ball regularly and drew some useful fouls.
Daniel Royer - 6
While he did a good job beating his man consistently, Royer offered little in the way of creating chances.
Sacha Kljestan - 3
Kljestan was completely ineffective in this game, going wide with almost every corner kick and being dispossessed from the ball constantly. The Red Bulls deserve better from a player of his caliber (and of his salary), and they haven't gotten it lately.
Derrick Etienne Jr. - 5
Etienne's feet are incredible, bit he just doesn't seem to know what to do when he gets in the box.
Bradley Wright-Phillips - 6
BWP just couldn't figure out how to beat the Orlando City CBs, but he had the best chances of any Red Bull in the game.
Alex Muyl (for Etienne) - 4
Getting subbed into the game was about the only time Muyl's name was even called in this game.
Fredrik Gulbrandsen (for Tyler Adams) - 5
He didn't have a whole lot of time to make an impact, but there were chances - Gulbrandsen just couldn't make anything of them.