Does not need to be hard at all, it just need for the other place to be preferable to most, as it is 100% relative to the other options.
Hockey player tend to love golf and work in the cold, we can imagine that they prefer California-Florida to Alberta.
If we look where people live in Canada, it is mostly the most south they can.
If we look in the previous 25 years, net internal us state migration:
It is all hot climate state gaining, some of it could be laws-politics that tend to correlate about being more often legal to build housing in them (as seen in California exodus caused by housing cost), but I think there is some revealed preference hot > cold, even Texas type of hot in the general trend, it is not some cheaper close to Canada state that is getting people.
When you are hockey player rich, you have a strong AC in your house, workplace, in the luxury car, people to mow your lawn and what not you rarely suffer from the heat if you do not choose to because you want to.
I do not think crowd-media pressure is necessary a big deal, MTL won 24 cups and it is compensated by a lot of player that dream of it and would love it.... Pronger going from Edmonton to Anaheim was not because that crowd-city was one of the most intense/loud during their playoff run of that year.. My guess that it was the part that he loved the most about Edmonton.
Canadian's team did not suddenly won it all (or got that close) when it was in empty covid arenas...