If you're talking about the service return, then I agree. I'm not sure I would give either Djokovic or Murray the edge in terms of tracking rally balls down on any surface, though. Murray's and Djokovic's best defense came in the 2010s, when most HC surfaces were much slower than those in the mid 2000s, when young Nadal was at his peak as a defender.
The bottom line is always % of games won on return.
Let's start with this:
HC career:
Murray 33% of return games won.
Djokovic 32%
Nadal 29%
If we go by years, Murray was the first guy to win 32% of return games in a year of these three, in 2006. He almost did it again in 2007, then 35% in 2009, pretty much setting the bar for return stats.
Then Djokovic went insane in 2011 with 41%. Djokovic trails Murray for career stats because he was a stronger returner on average prior to 2011. Since then obviously Djokovic has been the leader.
The reason Murray is not an undisputed ATG is his serve, which has been horrendous for a player of his stature.
His best year for winning service games was 2009, 85.69%. That has hurt him terribly. Nadal has won more than 89% of service games three years, Djokovic only once in 2013. Together Nadal and Djokovic have been over 89% four times in a year.
Murray only managed over 85% one year. His serve throughout his career has kept him from winning match after match against the best.