The pressure thing seems to be a hockey-specific thing.
Small markets in basketball constantly get wrecked by stars saying screw it I’m going to a big market. In football no one ever talks about the media pressure other than saying people don’t talk about them enough. I’ve never heard anyone in either sport say the pressure of playing in a big market gets to them, other than like, Ben Simmons, and he’s been absolutely roasted since.
I don’t watch a lot of soccer, and baseball is entirely different because there is no cap, but the whole “pressure makes me play bad/makes me want to play somewhere else” thing makes hockey players sound mentally soft as hell.