In baseball you can literally only throw the ball in a small square area if you are the pitcher, you can only run in a straight line in a diamond pattern as a runner, and you can only stand in a narrow field area as a fielder (especially now that they've done away with the shift). To get someone out on a grounder, you can only throw to one of four locations or tag. As a batter, you can only hit the ball in a 90 degree field of play to move forward. All players, for the most part, play the exact same time with the same teammates against the same competition for the majority of the game minus a few substitutions. Officiating is much more consistent, there aren't penalties for the most part, and beyond the pitcher and batter, players very rarely have one on one battles with each other (much less with more players) in play. These are super simple scenarios.
At a minimum, you have to admit that hockey is home to much more complex decision making and interactions. You have 360 degrees of area that you can move the puck, you can move the puck vertically up to few dozen feet in the air. The puck can land anywhere on the ice and except for goalies, any player can be located anywhere on the ice. There are systems of play incorporated by both teams on the ice that may determine where players are, how aggressive they are, what decisions they make, and where the other team is located. The game doesn't pause and reset for each new interaction.
Just from a pure data perspective, the number of times that you will be able to replicate an event to make it statistically significant enough to provide true information is just more limited. Baseball players have thousands of at-bats, pitches, and fielding opportunities with near identical scenarios.
