Martin Jones made 30 saves for San Jose, which lost a series-deciding game at home for the third straight season.
"We just weren't good enough," Sharks center Logan Couture said. "Throughout the series, we didn't get enough from all 20 who dressed, and that was the issue. To go far in the playoffs, you need everyone, every night, and I don't think we had it in this series.
"It's very disappointing. It's extra disappointing when you don't play the way you're capable of. So as a team, individually, that's something that's very difficult to take."
Marchessault gave Vegas a 1-0 lead at 6:33 of the second period. After William Karlsson forced a turnover by Sharks defenseman Marc-Edouard Vlasic near the blue line, Reilly Smith got the loose puck and passed to Marchessault, who beat Jones five-hole from the slot.
"We're just trying to play the right way and play good defensively," Marchessault said. "We got a good turnover and I was able to bury a great pass from [Smith] and a good forecheck from [Karlsson].
"We just won in six against an awesome team who has been a winning team the last decade. I'm happy with our group."
Schmidt extended the lead to 2-0 at 15:38 with a wrist shot from the point. It was initially ruled no goal, and play was stopped 25 seconds later. The call was reversed after a video review showed the shot hit the left post and ricocheted off the camera inside the net.
"I'd never seen something like that happen where they blew the play dead, but when I was skating back to the bench, all the guys were yelling, 'It's in!'" Schmidt said. "Usually guys will say that just to try and give yourself some good luck.
"It was something just off the draw. You catch them off guard, [Erik] Haula makes a great play right there, and you give yourself a chance."
Eakin scored into an empty net at 18:09 of the third period to make it 3-0.