I'm looking at it this way... the team should be able to use this event as somewhat of a bonding moment... like others have suggested... an us vs them scenario. Oilers vs the NHL/Refs.
That can be a powerful motivating force for the team going forward. They can gel and build on this single highly frustrating event and go on to give the NHL/refs a resounding FU with the way they respond to this with their play going forward.
They obviously aren't going to get any respect/favours from refs and the NHL... so use that as a powerful motivating factor to play even harder because they know they aren't going to get any breaks coming their way.
These things do even out over time... but it does certainly seem like this happens to the Oilers (refs screw ups/non-calls) more than their fair share of the time.
I'm also betting with how ultra-competitive and hard working McDavid is... he'll make double damn sure when he's in that type of situation again that he lifts it into the top of the net out of the reach of all but the most lucky and rubbery/acrobatic goaltenders.
That puck was literally impossible to lift off the ice. He didn't have time, nor any leverage. It was a backhand off the toe of his stick.
If he's ever in that situation again, he'll do the same thing, and he'll score again.