No, I don't think they do, and see no reason to as why they should.
Look, I understand why some fans are hating on players declining Tre Kronor for "suspicious" reason. I do think they overreact though. I think this "traitor", "they should give back to their country" and "cut them from the Olympics" rants are ridiculous. And, judging by this thread, Swedes are not the only ones turning down invitations:
http://hfboards.mandatory.com/showthread.php?t=2072633
For whatever reasons, the WCs don't lure all players to extend their season by a month or so. I don't blame the players. As a fan of hockey I surely would like to see the best out there every year, but I also think the IIHF are digging their own grave playing every year, in May. The interest will continue to fall, IMO. The only thing that will halt that fall is playing every other year, or every third year or something like that. There's an inflation in Championships and as long as the Olympics and the World Cup is more prestigous (because they are played less regularly and always have the best of the best available) the WCs will have to get used to be 4th choice for players.
I won't go out and die defending the players who skips the WCs, but I do understand them. And I absolutely don't feel entitled to judge anyone for their decision. Nobody but themselves know about their physical/psychological health, family situation, motviation and fatigue level. It's their decision to take, and if you haven't been in their shoes, how can you judge them?
Has anybody on these forums any knowledge on how your body and mind feel having played 80-95 NHL games, missing out on a large portion of family time, have kids who miss you and want you to stay home more? I sure as hell don't, so I won't judge. And, after all, this is just hockey. There are more important things in life, like playing with your children.