The argument you can make for Millwall is that the GK could see the ball because he dived for it . When the goal went in I didn't see the GK going over to the ref to say his vision was blocked like GK normally do, neither did any of the Sunderland players.
The fact he can see the ball doesnt mean the attacker doesnt interfere with the goalkeepers line of vision, which may have distracted him from collecting the ball cleanly.
The goalkeeper or defenders do not have to appeal for offside to be awarded, also the Sunderland players may not have been aware the attackers was in an offside position anyway as it looked a tight call.