Winnipeg's penalty kill came into the game 31st in the NHL at 65.9 percent, ahead of only the Canucks (60.3 percent).
"Welcome to our world, too," Jets said forward Adam Lowry said of the penalty kill. "It's a couple of inches, a little bit of confidence, too. ... You get a little stagnant at times and you allow the power play to kind of work around you and it's a perfect storm. Give some good players a lot of time and they're going to find the weaknesses."
Pierre-Luc Dubois cut it to 3-2 with 2:28 remaining and Comrie pulled for an extra attacker when a backdoor pass deflected in off his shin.
Ehlers then had an opportunity to tie it with one second left, but his deflection at the top of the crease was stopped by Demko's right pad.
"Maybe the sharpness wasn't there, maybe the execution," Lowry said. "You go from two real hard-fought games against Edmonton, and I think the tendency is maybe a letdown."
NOTES: It was Winnipeg's first loss in Vancouver in nine games dating to Dec. 20, 2016. … Canucks forward Elias Pettersson had the primary assist on Ekman-Larsson's goal, his first point in five games. … The Jets held their opponent to three goals or fewer for the 12th straight game, the longest streak in their history.