I don't know why Murray is getting the rep of being unathletic. He's a little bit more methodical about how he approaches his offensive game but that doesn't make him unathletic. He supposedly has a 40 inch vertical, and I've seen him throw down some athletic dunks during many fast breaks through traffic this past season which is something none of our guards have been capable of (in game).
At this point I think his athletic ability is becoming a pretty major underrated quality about him. He's not incredibly explosive, but he's certainly not a bad athlete. He's above average at worst in that department, IMO.
Even disregarding his vertical, the way he runs around screens and is able to balance himself on the move while rising up into his shot is a great athletic trait in itself. It requires incredible coordination.
I think he's seen as a guy of average athleticism, but less than the usual level seen for guards taken with high picks. While he does have a high vertical (seemingly reported by Kentucky, not any neutral source), he is seen as lacking the speed necessary to drive past someone and the lateral quickness to be an elite defender. You can create shots for him with screens, but it sounds like he's not a guy you would expect to score in a one-on-one isolation (although the Celtics don't really do isos). When you add that to him being seen as not lengthy (he has a shorter wingspan and standing reach than the shorter Avery Bradley, depending on which numbers you use...), it amounts to a physical profile that isn't necessarily an impediment to being a good player, but nothing special.
The scouting reports make it sound like he could be running around screens like a Celtics-era old man Ray Allen, but with less athleticism than old man Ray Allen, so less able to drive to the basket or play defense.