Correct. And the stat correctly predicts that shots from that area are more likely to produce goals. (Pretty self-evident, I would say.) However, the fact that on average, over thousands of games, shots from that area produce more goals, does not mean that, because a team in one game had lots of shots from there, that they had a great game. It also doesn't mean they didn't.
It's a common mistake that people apply a statistic to an individual situation. That the Leafs had 36 high danger shots, and high danger shots result in goals almost 20% of the time, does not mean Leafs scored five goals last night, or that they will any other time they get that many shots.