Either that, or it simply means that their role as big bad is new, and that they are new to Buffy (having been a mere MOTW on Angel before.) Hell, there's even precedent on that exact phrase in the "Villains" script (how sad am I for knowing this?) which states:

With that - Willow waves a hand toward Warren's corpse, WHICH DISAPPEARS. Then she VANISHES IN A HELLISH SWIRL OF LIGHT AND ENERGY.

We are left with Buffy and the others - who stare ahead blankly at the place where Willow vanished. Aghast.

There's a new big bad in town.

And I distinctly remember Willow being around before that. ;-)