The metric should be he scores 19/20. To say he should only be scoring 16 of those is kind of arbitrary. He’s just fucking good at them based on real data. In a hypothetical game, it’s drab, zero chances for either side, Milner gets a pen. What is the xG? 0.8 - 0.00 or 0.95 - 0.00? Looking at the real data, it’s 0.95.
xG utilises, I think, 5 metrics. Where on the pitch the ball is, distance, angle (could really be rolled into the first), shot or header and defensive set up. Like I said in the post, there are way too many variables. Like with the pen, is the chances of scoring a pen 80% in the 84th minute whether 7-0 up or at 0-0 in the 38th game of the season to win you the league? Is it away? Which supporters are you shooting towards? What are the weather and pitch conditions? It applies the same scoring when all things are not equal.
xG tries to over simplify what is a technical thing.