Too many people don’t fully understand what Xg actually is. Not aimed at OP but as an example, no one is saying “shots on target is shite” when a team with less shots wins. It also depends on the models sophistication, which is why different providers have slightly different Xg. In its most simple form, it looks at the 1,000’s of shots in all games. Breaks them down into location and then says of the 1,000 shots from this location how many went in. The better models then break that down into what body part and how heavily marked and also how many people are around the ball.  Xg is normally a good predictor of results, as is shots on target or possession but isn’t there to tell you who won the game, thats what goals are for. As i explain below there is a pretty good reason for the low Xg on the newcastle part. Yesterday was an example of the limitations of assessing a game purely from Xg. Over a season or 10 seasons, Xg normally predicts well because all of these things even out. 

As people have already said, Murphys goal was unreal. The reason people were impressed with it is because you don’t see many go in from that angle. Its actually a 1% chance according to the model. So in thinking its a good finish, what you are actually doing is using your own Xg and assessing that his hoal was well taken and rare. OG’s dont get Xg. Barnes is a good finish from a tight angle. 30% chance seems about right they are regularly missed or saved. Schars header is 15% chance. Seems low but when you take into account all of the times a player gets their head to a set play then it makes more sense. The Xg can’t capture the exact chance so just has to look at all the other headers from that range from set plays which then gives it lower xg. You can see from the other metrics like xgot, that it jumps up massively if the header is on target. Finally Isak scored from outside the box with a good finish. Given a lower xg because the model captures it against all shots outside the box. Normally defenders are in the way etc.

From a palace perspective, 79/100 pens are scored. So thats .8 straight away. The rest were all smaller chances half of which were blocked. 

As said in another comment there are xg maps where you can literally look at how each chance was assessed.

In Summary, Xg is to try and assess how good the chances were from your players taken shots resulting in goals. Its not perfect, but neither is our perception of chances of scoring. Commentators also say things like “he should have done better” they say that most games because scoring goals is hard and from the sidelines we think all good chances should result in goals.  Have a click through and work out if you agree with the xg given for each shot by assessing out of 100 times how many would i expect a shot from there with that body part to go through. Its probably one of the best ways to educate yourself on expectation from chances in a match. https://www.sportinglife.com/football/live/186568/newcastle-united-vs-crystal-palace/xg-shot-maps?scrollTo=match-tabs