Not saying YOU care about this, but even if the online NHL shop actually did good customization (they really don't; it's pretty rushed, often), there's an issue where subtle details get missed if you go with someone other than the specific team's on-ice customizer. For some teams these small details can be a bit more pronounced than for others.
In theory, they all have the same font packages available, but not every customizer will choose the proper material for the nameplate, or choose stacked vs KISS-cut numbers, or position things the right way.
There are some customizers who are notable for many errors. There are others who get things close... very close. But, sadly, there is often only ONE who really nails it for each team.
I'm not saying the details should be important to an individual, as it is a personal decision. Will anyone notice if the drop shadow on your Rangers jersey is not perfect? Will you notice? If it is pointed out to you, will it bother you? Is it worth the extra hassle (*possibly* an extra cost, maybe some extra time and/or shipping)?
If it's a nice jersey I like to take the steps to get it as close as possible.
I've seen plenty of cases where a customizer put the wrong material nameplate, or they used a straight font and offset letters when it should be a font designed for an 'arched' name, etc.