There isn't. It is a wash. The appeal for the Oilers is the upgrade to McDonagh from Klefbom.
At this time I don't think Oiler fans have seen enough of Klefbom to agree with your statement that McDonagh is an upgrade over Klefbom.
Klefbom has struggled to stay healthy, but when he has been in the lineup he has been a revelation. You're going to struggle to convince Oilers fans that they should trade their young Dman, who has been one of few positive lights over the past couple years and is signed to an attractive contract, to the Rangers for a player who they rarely watch and don't hear a lot of glowing comments about.
Is McDonagh the player with the more impressive resume? Absolutely
Is McDonagh the more proven player? No doubt
But Klefbom is basically a unicorn in Edmonton right now; a developed by the Oilers Dman that by all accounts looks like a legit Dman. They're rare and Oilers fans have bad memories of watching their homegrown Dmen get traded away and continue their careers elsewhere in the NHL.