Well no one is claiming Canonization. Canonization has a two fold purpose. The first a teaching by the Church Militant that this persons life has “heroic virtue”. Certainly McVeigh’s life is very doubtful in the capacity

(though probably not that different from St. Dismus)
The second purpose of Canonization is an infallible declaration by the Church that this person is actually in heaven. There is a level of doubt for most others, including McVeigh.
A lot depends, as you mention, on the level of contrition exhibited by the penitent, but the level of contrition necessary for a Sacramental Absolution is actually pretty low, far higher for an Act of Perfect Contrition.
McVeigh had the opportunity to benefit from two separate Plenary Indulgences.
The first is the Apostolic Blessing as part of Last Rites.
The second comes from the willing acceptance of a just punishment. In the case of the willing acceptance of the death penalty for capital crimes; the Indulgence in Plenary.
All reports show that McVeigh willingly accepted his execution, even to the extent of foregoing appeals and requests for stays.
Both of those Indulgences draw directly from the infinite treasury of Merit given by Christ to His Church. Since the treasury is infinite, the effects of those merits can also be infinite.
Consider for a moment a hypothetical situation. Say Pol Pot accepted Baptism on his deathbed. Baptism removes all sin and all temporal effects of sin (purgation). A person who dies right after Baptism, by definition, goes directly to Heaven. So a mass murder of millions of Cambodians could have gone straight to heaven if he had accepted Baptism on his deathbed. That is
de fide Catholic doctrine.
If the infinite treasury of merit could work with a man such as Pol Pot, why not McVeigh?
I’m not saying he is, without doubt, in Heaven right now, but it is likely.
I also have little doubt that McVeigh was very fortunate to avoid Eternal Damnation, but then again so are we all. ALLof us greatly deserve Eternal Damnation, and escape it only through God’s Grace and Mercy.
That’s why I find cases like McVeigh so immensely reassuring. It is such a clear demonstration of the power of the Sacraments God entrusted to His Church.