Pretty sure those Jewish players aren't observant, otherwise they couldn't travel or play from Friday to Saturday evenings, the Jewish Sabbath. If you'd ask them, almost all NHL players would claim to have a religion, but I'd guess very few follow it closely.
Sort of related, a professional singer I've worked with for many years has sung the anthems at many pro arenas and stadiums (Bell Centre, Fenway Park, Staples Center). He's a huge Habs and Red Sox fan and loves being on the ice/field with the players, but he has to turn down many Saturday night games because, being an observant Jew, he's not supposed to work on Shabbat (Sabbath).