I don't think there's much difference between PDG and McKegg. If PDG had started with the Rangers and McKegg had been sent to Hartford, we'd probably now be having people question why McKegg hadn't gotten a chance earlier. Neither player is going to move the needle much. PDG is a couple years younger, so maybe he can still carve out a solid NHL career, but I don't think our results would have been notably different with him instead of McKegg.
Regarding the other two, they are clearly here to fill roles which PDG cannot fill. Like it or not, that's the reasoning. Smith was needed to play the PK and earlier in the year, he was actually decent on the 4th line. With the emergence of Lindgren and Fox, Smith is no longer needed to play the PK. Haley is the guy who fights. We can argue all day about whether or not that's a necessary role in today's NHL, but it's pretty clear that Rangers management believes that it is. That said, he has played all of 22 games and will probably miss the rest of the season.
It's possible that PDG will be here for the rest of the year, so instead of lamenting the fact that he wasn't called up earlier, let's just hope that he can continue to contribute and become part of the solution going forward.