Your parents are obviously not immigrants, and most likely you are American, the "great melting pot". From my own personal experience, immigrants tend to stay within their own community, have friends who share their cultural identity. Having said that, I do think it a little different with hockey players, their cultural identity is hockey, and I do think most Canadian players who spent most of their career in the U.S., stay in the U.S., but they will always be Canadian at heart.
I can tell you that Crosby always spends his 24 hours with the Stanley Cup in Cole Harbour, and Andrew Shaw spent his in his hometown in Belleville, Ontario, and that there are numerous other such examples.