See, the thing is, in McDavid's mind, they do. Similar to the concept of loss aversion, things that make humans uncomfortable, angry, embarrassed, or otherwise elicit negative emotion will always stick out in a person's mind more than positives. It's the same reason as to why you stay up late at night remembering an awkward moment you did years ago in front of a girl you like, despite no one else remembering. Humans have a natural tendency to focus on the negative because that's how humans learn.
You don't remember what is to be expected or the norm. Throughout his life people told him he was special because he was. It likely does absolutely nothing for him. Are the majority of Oiler's fans good? I'm sure. Does it matter in McDavid's mind? Probably not.