To be honest if it wasn't for a few minutes of Klay magic OKC had that series in 6, but thats how GS have rolled all season; Decent ball with moments of crazy shooting from deep which can net them +10 point runs in < 2minutes. I think OKC could have withstood the run in game 6 but KD and Westbrook really did buckle in the 4th Q of game 6 and that was that.
As for Curry, I think you are missing the point on Curry if you simply look at him based on his stats compared to past legends because he really has, in the short term at least, helped change the way B-Ball is played. His shooting is just so out of sight that his base stats in R,A,S etc don't really matter that much. His deep shooting, along with Klays, has meant the mid-range shot is basically obsolete (in the GS game), and games can effectively be won in crazy 2 min spurts of shooting.
I think the legend talk is too early, but if he keeps up his shooting and keeps helping lead his team to Championships then he may well get there and he will do so by changing the game as much as through stats alone.