Nelson made it 2-0 at 5:30 of the second period, taking a drop pass from Mathew Barzal on a rush and roofing a wrist shot glove side from the high slot.
Horvat pushed it to 3-0 at 10:41 with a one-timer from the low slot off a pass from behind the net by Kyle Palmieri.
Cizikas added an empty-net goal at 17:26 for the 4-0 final.
“We didn't give up much. They were very opportunistic. Obviously, we didn't score, so we were not opportunistic at all,” Vegas coach Bruce Cassidy said. “I don't think there was a lot there, but when they had opportunities, they finished. So, credit to them for checking us while not allowing us to finish, because we have scored goals this year. So, it’s a little surprising we couldn't get on the board, but that happens. The shooting's off, the goalie's good, or the checking’s good. It happens in this league, and it happened to us tonight.”
NOTES: Lee played in his 800th NHL game. He also scored his 42nd career game-winning goal, passing Clark Gillies and tying John Tavares for the fifth-most in Islanders history. ... Sorokin (222 games played) is the second-fastest active goaltender to record 20 career shutouts, behind only Jonathan Quick of the New York Rangers (214).