What's the record with any lead in the 3rd? Games with a multiple goal lead at any point in the game? The after 2 periods stat could be kind of misleading given the number of tied games after 2.
In any given game both teams likely have held the lead at some point. So both teams have blown leads and made comebacks. In a game that goes into the 3rd tied and the 3rd ends tied. Did one team blow a lead and did one make a comeback? It can get a little ridiculous arbitrarily picking your point in the game to decide when a game is a comeback and when is it a blown lead statistically. The NHL tracks at obvious breaking points. End of First and end of second. For me the end of 2nd is more meaningful.
On the season the Jets are 19-1-5 when leading going into the 3rd.
And 0-14-3 when trailing going into the 3rd (dead last).
Before the all star break we went 5 games in a row holding onto a 3rd period lead. Last week after the all star break we had 3 games in a row where we trailed going into the 3rd and were unable to come back.
IMO it is perception. Earlier in the season we played a tighter defensive game and leads seemed safer. Now it is more of the fire drill late in the game reminiscent of past seasons. Also blowing a lead is more painful then failing to come back in a game. So it sticks out for us.
A bigger question is why no one is worried about our ability to come back in games? Something we are much worse at then holding leads. The ability to fight back in games is also one of the hallmarks of successful playoff teams.