Personally, I imagine the disappointment was very strong for him, and receiving an individual award was probably unimaginable at that moment, so I can understand his gesture. However, not everyone shares this view.
McDavid is being criticized for a lack of class and all sorts of names, as if his actions were unacceptable. Everyone is entitled to their opinion, I suppose.
He also demonstrated that despite his dominance, he is a team player, and only the Stanley Cup, won with his teammates, was important to him.
We can stop judging him for not returning to the ice to pose with the Conn Smythe Trophy. McDavid is a leader, a team guy, and he acted with that mentality.