Problematic tennis stat

Watching the US Open semifinal with Shelton v Tiafoe right now and McEnroe commented that when Shelton is up 2 sets to 1 he rarely loses, and quoted the ratio of matches won to lost after being up 2 sets to 1. But there are some obvious problems with this. First, most players who are up 2-1 sets in best of five sets format are going to win more often than not. Second, for a top ten player like Shelton, most of his matches are against lower ranked players (and, importantly, lower ranked than Tiafoe).

So - is there a more meaningful statement that can be made, likely based on a Bayesian approach, about whether particular players are especially more likely to win or lose based on early set wins or losses? How would you go about this?