That is the conventional wisdom, yes, but if they do that, it will likely leave them exposed in the same way that it exposed the Blues. Going out of your way to finish every check is very similar to what STL tried to do, and that flat out did nothing to stop the Avs. Vegas may well look at this series and conclude that chasing hits everywhere on the ice is a bad idea.
And frankly, any player can injure anybody with a dirty hit, that's not something unique to the Knights 4th line. Tyson Barrie took out Simon Despres jumping into a hit once, to give you an example, no one would describe him as a big tough injury machine. The narrative that they're somehow elite at hurting people is getting out of hand IMO. None of them are Tom Wilson, and they have regularly been too busy getting caved in on possession to hurt anyone this season. If DeBoer wants to put them on the ice against Makar, I feel pretty good about them getting made to look like the pylons they are.