I know the Penguins have some injuries but you are not going to win many playoff games when your shots on goal are still in single digits well into the 2nd period. They looked good in the 3rd when they were desperate but they were 2 goals behind by then.
That's why the Penguins tick off their fans so much even when they've been talent laden and dominant in the regular season. For all Mario Lemieux's talent on the ice, he's also the originator of the country club approach to hockey, and the team has followed his lead for the past 30 years now. Lots of great regular seasons followed by playoff folds, going back to the '93 playoffs when the strongest Pittsburgh team of them all lost in the second round to the Islanders when they were going for three straight Cups.
Coasting through games in the regular season and playoffs, often using their talent advantage just enough to win, which is a formula for failure in the post-season. Booting the great Scotty Bowman from team practices; the players called the shots then and still do now. Michel Therrien was another alpha coach who the players revolted against. The current first year coach, Mike Johnston, oozes beta-ness.
Mario also hates the physical nature of the sport, which is reflected in the plethora of soft players who don't protect Crosby, who is very strong but is on the short side.
This year's team is going all-out and playing with heart compared to the bitter disappointments of the past five years in the playoffs. The problem is that they don't have the talent this time around, partly because of injuries and partly because of bad trades and trading away many of their high draft choices. But, if they can win Game 4 on Wednesday they still have a chance at the upset.