I don't care enough to keep up with the minutiae of player stats, so I have no idea how McDavid's lines usually fare in their matchups. However, on the face of it, there's no shame in essentially playing Florida's first line to a draw in the finals. They're a fairly good scoring line on top of being defensively sound. I know many fans find 1-1 boring and unsatisfactory, but in the bigger picture, it's likely more conducive to winning than a globetrottery 9-9.
That said, while "shut down" is a bit of an overkill, the sentiment behind is not completely without merit. There seems to be a clear(ish) gap between what is expected and what actually happens. Expectation: OMG! He's just going to impose his will and there's nothing anyone can do about it. Sixteen million PPG! Reality: Oh, wow, a relatively eventless 1-1. Whaddya know.
I admit I was somewhat surprised the first time I realised this, but maybe I shouldn't have been? Like I said, I don't really follow Edmonton or McDavid; perhaps this is what happens against everyone.