Karlsson redirected Pietrangelo's pass from the high slot to put Vegas up 3-2 at 7:17 of the third.
Kempe tied it 2-2 at 4:02 of the third, scoring into an open goal from the crease after Anze Kopitar got Thompson to commit on a fake and take himself out of the play.
"At times when we were connected, we were fast. Other times disconnected, the passing was off, timing was off," McLellan said. "Forwards wanted the puck, [defensemen] held on. Forwards needed to get the puck, or [the defensemen] needed to get the puck up, forwards weren't available. So, work to do."
Jack Eichel put the Golden Knight in front 2-1 at 1:27 of the third, scoring from a sharp angle from the goal line off the rebound of Stephenson's attempt after a power play expired.
"The way I look at it, power play, sometimes it's how timely is it, and I think it was very timely in that circumstance," Cassidy said, "So even though a couple of them in the middle of the game didn't look pretty, and we'll continue to work on it, timely goals are what matters."