A few points:
I believe the CF% you're quoting is only looking at five-on-five situations. McDavid is (so far, anyway) having one of the most productive seasons in NHL history in terms of powerplay production. That accounts for half of his production, and is excluded from the stat you're looking at.
Also as
@BigBadBruins7708 mentioned, any corsi-type stats are heavily influenced by the quality of the team. In 2023, looking at 5v5 only, min 200 minutes, as of today, Chicago has five of the bottom 20 players (by CF%), St. Louis and Arizona have four, and Anahiem as two. At the top of the list, Carolina alone has eight of the top fifteen (and five of the top seven), with NJ having three. Calgary has three more in the top 20. The point is - these stats are heavily based on the quality of the player's team and a straight-up comparison can be misleading without taking the team context into account.
Plus, the sample sizes (at roughly 40 games) are pretty small. Warren Foegele and Ryan McLeod currently have better CF% than McDavid. It's essentially impossible for that to persist over the long-term. Fluky results can happen over a small sample size.
Lastly, don't get too focused on corsi. The benefit of corsi is it gives you a larger sample size, but ultimately goals for and against are what makes a team win (and lose) games. McLeod and Foegele have slightly better CF% than McDavid. But looking at actuals goal for and against, McDavid blows them away. McDavid is on the ice for 13% more goals against/60 compared to Foegele. But he's on the ice for 47% more goals for/60. In the long-run, I don't really care about corsi, I care about which player will maximize my team's goal differential, and that's what McDavid is doing.