Couple things, which have been covered a bunch.
1. You can reestablish if you were forced out of bounds or if you got carried out by your own momentum, not if you went out on your own volition. If someone sets a screen on the baseline under the basket, you can't run out of bounds around him and get a pass on the other side of the rim.
2. Even if he DID get forced out or get carried out due to momentum, he needs to clearly establish position inbounds before touching the ball - but he caught the ball while he was still in the air, having jumped while he foot was touching the sideline. Just like Xavier Johnson got called for a backcourt in the last game - you have to get your feet down before you touch the ball, and he didn't.
3. Before all of that even happened, the passer stepped on the sideline.
But apparently none of that is reviewable, because there was no whistle on any of it. If you ignore two players being out of bounds and can only review from the time the shooter raises up to shoot, the final shot was clean. Have to assume some change will be made in the offseason to allow blatantly missed calls to be reviewed in the final seconds.