Pavelski made it 4-3 at 4:02 with the second of four straight goals by the Stars.
The game was awarded to El Paso in 2020 but was delayed because of the coronavirus pandemic.
Jamie Benn had a goal and two assists, Miro Heiskanen had three assists, and Thomas Harley had a goal and an assist for the Stars, who won their first game of the preseason (1-2-1). Ty Dellandrea, Tyler Seguin and Radek Faksa scored.
Shayne Gostisbehere, Liam O'Brien and Christian Fisher scored for the Coyotes, who lost for the first time (3-1-0).