You've not misunderstood, all I'd say is that there's nothing inherently "bad" about having a high xG, in fact the complete opposite because as you say it means players are playing in a highly creative team OR are getting into great positions for a shot (or both). You want players to have as high an xG as possible as by definition that means that with an average finishing ability that player will score a lot of goals.
McGoldrick deserves
some credit for getting on the end of the chances he did last season (in the same way we talk about Sharp as "always being in the right place at the right time" - it's a skill), it's just that his finishing was almost impossibly bad/unlucky. This is a good article on it actually wot I somehow had never read before
https://statsbomb.com/2020/02/the-s...s-david-mcgoldrick-a-statsbomb-investigation/
There's a line right at the end of that that I feel was specifically written for
Revolution