It is situations culminated together like this that can win or lose a serious for you, regardless of talent.
Look at the 1996 Wings. The 2009 Sharks. The 2009 Wings for f***s sake. Anything goes in the playoffs and anyone has a chance to beat anyone. I don't care how good the Penguins are right now. They will never be the lock to win the cup until they win the deciding game in the Cup Finals.
Well let's take a look at this.
The '96 Wings team lost to another power house, the Avs. It's not like the Avs snuck into the playoffs, they were #2 in the west by a large margin.
The '09 Sharks lost to Anaheim, a team that was 2 years removed from a cup. The same team that came close to beating the Wings.
The '09 Wings lost to the Pens, in game 7 of the finals. The Pens were #2 in the East, and had made the finals the year prior.
Essentially what I'm trying to say is those examples don't really showcase the "anything can happen" mentality. The teams that won had every right to win. You rarely see low seeds winning the Cup. They are a low seed for a reason. The '09 Anaheim team is probably the best 8 seed in the past decade.