Honestly, it happened so fast that I didn't have time to be concerned about it. Had I realized what actually happened, I probably would have been worried too.
I don't mind the alley-oops though - they're a constant source of one or two buckets a game, and I think we're out of any real danger in regards to KG getting re-injured - anything that would hurt his knee now would hurt anybody's knee. Just a gut feeling from watching him try to play through it last year, and watching him play this year.
As a random aside, it looked like Ray was trying to get Rondo to throw him an alley-oop later in the game, but Rondo realized it too late - it would have been awesome to see them connect on that. I like seeing Ray dunk.