I have pretty strong opinions on "advanced stats" in hockey also
The biggest problem is the structured chaotic nature of the game. After the Moneyball stuff started in baseball, nerds everywhere who never played hockey (or who never played high level) started trying to do the same thing for this sport
The problem is that baseball, at its core, is an individual sport played as a team. It's batter vs pitcher. Sure, things like the defense behind the pitcher and the strength of rhe batters in the line uparound the guy at the plate might have a small effect, bit not like hockey. Also, players stand in pre determined static positions and travel on pre determined paths.
Hockey is largely chaotic. Sure, players play within systems but there is a huge variability. When a guy. Gets the puck, he doesn't have 20 seconds to decode what to do. He can fling the puck in any direction he wishes, and the other 9 skaters have to react accordingly. A batter knows exactly where the ball is and where it will be delivered from, and when
So in baseball, you can take a players batting average and move him from teak to team and it will stay rather consistent. In other words, baseball stats tend to be predictive more than hockey stats.
To be honest, xGF (for example) has come out to be fairly good (but not perfect) at describing the game that just happened. It most often matches the eye test pretty closely
BUT the mistake many make is using that stat as some kind of proof that a player hols certain attributes and will continue to do so in the future.
TL/DR advanced hockey stats have some value as descriptors, but little as predictors. Too many uncontrollable variables by the nature of the sport