I dug a little deeper, and even though the World Series is a very small sample size, it looks like Familia was better statistically in the World Series than in the regular season by almost every measure except for the blown saves (ERA, hits per innings pitched, etc.). Go figure.
And it's the "except for the blown saves" that's the kicker. Each blown save allowed the Royals to get back into, and eventually win, the game. Now admittedly this is Familia's first full year in the majors and it's a hard position for a rookie to be in. But that's part of the job.