I think that guy is counting playoff stats, which doesn't make sense because one has played 16 playoff games over the last three seasons and the other has started 45 playoff games.
SKA's thinking is that the import goalie that they bring in is being paid a higher salary than the young KHL keeper, so if its somewhat close, the import goalie is going to play in the playoffs. Shestyorkin had a .07 better SV% over two years than Koskinen, so he was better, but Koskinen wasn't bad, and now we see that Koskinen is a competent NHL goalie. Koskinen also had already won the title backstopping SKA.
This year, it wasn't as close. Shestyorkin was by far the best goalie in the KHL this season, and Hellberg had never played a KHL playoff game. Like the rest of SKA, Shestyorkin's first two games weren't great, and he got very unfairly suspended in the third game. SKA started playing better, so they left Hellberg in for a series and a half and waited until Hellberg lost game 1 against CSKA to throw Shestyorkin back in. Shestyorkin barely played in these playoffs to begin with, and the circumstances were very fluky.
But sure, the team as a whole didn't play well enough in the playoffs, which is why they went out to CSKA, who has been better all season. CSKA is the best coached team in the KHL, and play the best defense in the KHL. They insulate the goalie really well. Thats not to say that Sorokin hasn't played well, but CSKA and SKA play different style hockey. SKA plays a highly offense and possession focused style, while CSKA plays a more pragmatic and defensive style. Its easier to have better stats with CSKA.
Shestyorkin has had better stats all three seasons they've both been playing regularly. From what I saw, Shestyorkin was the much better player in 16-17 and 17-18. Sorokin's development had stalled during those seasons, and the Russian National Team goalie coach said as much. This season, Sorokin's been much better than he had been before, and his play has been in line with 15-16. But this has also been Shestyorkin's best season, and he's put up one of the best KHL seasons ever.
I think Shestyorkin has proven himself to be a little better so far. He's definitely more consistent and plays a more NHL-ready brand of hockey. Sorokin is more acrobatic and needs to showcase better positioning, although he's showed a little better in that regard this season. They are close enough in ability that Sorokin could have the better NHL career, but I think right now Shestyorkin is the better goalie.