I play on 360 and its the same issue. Playing square to the shooter and challenging the point shots is the only way to stop them. At times it seems like the puck travels straight thru you, like when you are hugging the post and the puck goes in between you and the post. Then there are the times you cover up and the CPU player still takes the puck away and scores (I have instant replayed and the puck is not visible until it magically appears in the players stick).
Then there is the XP. To get decent XP, you pretty much can only play part of the game or sim it entirely. If summing do game by game not to date. Playing the entire game is a great recipe for frustration induced baldness. If more than 3 goals go in and you win you still get minimal or nil XP. If you lose, unless its a 1-0 game and you stop 30+ shots, you won't get much XP either, (lucky to get any). It really discourages you from playing goal, which could be a lot of fun otherwise.