The Blues maintained their perfect record under interim coach Josh Fraser, extending their winning streak to four matches with the 10.12 (72) to 10.7 (67) triumph at the MCG on Sunday night.
But it was tinged with controversy when McKay used up more than 40 seconds inside the final two minutes, after indicating to the umpire he was taking a set shot from well outside the 50-metre line.
McKay, who was stationed wide out near the boundary, never appeared likely to have a genuine attempt at kicking a goal.
But he was allowed his full 30 seconds for a set shot - and more - before eventually lobbing his kick to the top of the goal square.
"No, no, no, no - you can't do that," former Port Adelaide coach Ken Hinkley said in Fox Footy's commentary after McKay pointed to the goals.
Quizzed directly by Hinkley after the match, McKay admitted it was a tactical ploy to protect the Blues' lead, which was 11 points at the time.
"I always have a theory that late in the game, if you have a shot anywhere, somewhere within the 50 metre line, in theory you can go back and take your 30 seconds and a little bit more," McKay told Fox Footy.
"I think it was slightly ambitious to think I was going to kick it from 75 metres, but nah, any time you can take a little bit of time off the clock late ... we practice it a lot at training, so I'm glad it kind of worked."
McKay, who finished with 3.2 from 16 disposals, said he would not have been able to argue if the umpire had called his bluff and told him to move the ball on.
"Probably not. I think you just play on," McKay said.
"But from memory I reckon I was back far enough to kick it long if I didn't get allowed to have my 30.
"But once the umpire said I was allowed to have 30, then I went back in routine, so I think it was fine."
Essendon interim coach Dean Solomon, whose side led by 23 points before halftime and coughed up the lead, refused to blame the incident for the defeat.
"I think it's just smart, isn't it?" Solomon said of McKay's tactics.
"It's just using the rules and maximising the opportunity at that time and milking the clock and putting themselves in a winning position.
"There's nothing I can do to control that. He did it really well."
