Vancouver lost 5-2 at the Chicago Blackhawks on Thursday.
Miller made it 1-0 on a redirection at 6:53 of the second period.
Roslovic tied the game 1-1 on the power play, scoring on his own rebound at 11:54.
"Their power play, give them credit, they got a lot of momentum off that power play," Green said. "Not only did they score, but I think they had seven or eight scoring chances just on the power play alone right there. They got a little juice off it and got a little momentum."
Scheifele gave Winnipeg a 2-1 lead at 16:54 of the second period.
After Hellebuyck sprawled to make a glove save on Bo Horvat near the right goal post at 13:27 of the third period, Connor made it 3-1 on a breakaway eight seconds later.
"Obviously those are huge goals to put you up by two," Jets captain Blake Wheeler said of the sequence. "That puts you in the driver's seat. [Hellebuyck] was outstanding when we needed him to be."