Two big difference: It's important to be able to do the thing to appreciate it. One does not appreciate an activity and the skilled required to do it well until they themselves have tried it themselves and can see the fun in the activity. Ever try painting and then go to a museum? You go from "it's just a painting" to "how the holy **** did he get those paints to do that?!" When one dribbles a basketball or any ball (something pretty much everyone has done), you can appreciate more the skill needed to dribble like Stephen Curry. Humans don't always have the best sense of empathy needed to put themselves in someone else's shoes doing something they've never done before so while you can watch hockey for free, it doesn't mean you can just relate to it the same way you do walking, running, or bouncing a ball.
Second: hockey is more complicated and generally harder to understand (especially because it involves a lot of things people have never done themselves before). It's hard to fathom all the pieces together, let alone someone performing each one well individually to appreciate them alone.
- Skating is one element most people have never tried. It's like a foreign and frightening concept for many beginners. It might as well be magic. Heck, maybe the NHL should advertise itself as Ice Quidditch. The greater variability in speed presents all sorts of different situations you simply don't get in other sports.
- Stick handling - again something most people have never done or understand well
- Shooting/Passing - read above
- Body check / Board work / Physical Puck Protection / etc - this is like combining skating and stick handling. If they can't understand the two individually, how can they understand them put together?
- Tracking the play - one of the biggest complaints is "I can't follow the game" exhibit A: Fox Glowing Puck. It's valid and it takes a lot of watching to learn the skill and all the body language tells that help a viewer figure out where the puck is. I think people who see a live game get a better sense of where the puck is.
- Did I mention goaltending? That's entirely another bag of skills.
I do agree that the NHL's coverage of the off season is deplorable though.