Not having definitive evidence that Rocky knew isn't the same as concluding factually he didn't know.
McDonough is certainly culpable but he informed HR three weeks after the Cup finals. So Human Resources knew, the president knew, the GM knew, the Assistant GM knew, the coach knew, the Senior Director of Hockey Operations knew, the mental skills coach knew, according to the report several players and staff members knew.
But somehow Rocky was completely unaware of a situation that put his franchise at major legal exposure? You don't think legal was consulted, who would immediately inform him of the situation?
When people wonder how could there be a culture where this many people could let something like this happen, Rocky answered that question with his press conference.