Vegas is very good, not going to say they aren't. But what have they done in two games against Dallas that is particularly terrifying? If the goaltending was neutral in that series, it'd be 1-1. And while Thompson is a good goalie, that's not a position battle they should expect to have a significant advantage in from series to series. If they have a 15 shot game against Winnipeg or Colorado, they're going to have a very tough time.
It's not like either of the Avs or Jets goalie are inspiring confidence. They can play a solid shut down game. Have just as good of a transition from the backend as the Avs while playing better shutdown than the Jets.
They have guys that can make you pay in transition like the Avs and enough firepower to make you pay on the PP.
Lets not pretend like either of the Jets or Avs have been stalwarts defensively and Vegas is the kind of team where one mistake and it's in the back of your net. They don't need a high volume of shots to make you pay. They can play a heavy and fast game and pick their spots.
Both teams will get destroyed in the next round if they keep playing like they have. It's not even going to be particularly close.
This is Vegas' final form and we are just now seeing it this playoffs and with each game they will continue to get better.