The Arduino Mega 2560 has pins that can deliver 5V up to 40 mA. Pushing that into a pin of the MPU-6050 can damage it, because the MPU-6050 runs at 3.3V.
I don't like that Adafruit conversion. They remove the polyfuse. The ATmega328P can not run at 16 MHz at 3.3 V according to the datasheet. In most cases it will work though.