I've said it before, but I think Matt Murray is a better fit for the Penguins style. Murray absorbs pucks well, has good rebound control and takes better angles. MAF has slightly inferior technique, is by far the more athletic goalie. I still wonder how good MAF could be right now if the Pens had a proper goalie coach with him from the time they drafted him. With a sound, structured defense in front of him to limit chaos and clear pucks, MAF can and is shining. The Pens don't have that so Murray has to be that stabilizing force.
Murray is also stronger mentally, and that is the key. MAF put a lot of pressure on himself to win in Pittsburgh, trying to live up to the high fan expectations, his status as a former #1 overall and his previous success. He often got in his own head. I'm not sure the MAF we see in Vegas right now would be the same MAF we would see for Pittsburgh. He needed a change of scenery.
I think the Pens and the Knights both got the right goalie, which is great.