They also have awards where all players are eligible. In 2018-19 for instance, Jesse Virtanen won the Defenseman of the year award, while Erik Gustafsson won the Börje Salming trophy.
I honestly don't understand why this is an issue.
I guess. But it's a trophy handed out in Sweden. In Austria, they have a trophy for the league winner and a separate trophy for the highest ranked Austrian team which is considered the Austrian championship.
When a team like HC Bolzano (Italy) won the league recently, the Austrian championship was handed to Klagenfurter AC.
Having a separate individual trophy for a homegrown player, I don't really see how that's an issue.
It's a cultural thing and a reflection of American society. If the leagues handed out awards for the best American player at a position, separate from the best player at a position in general, people would complain that we're recognizing Americanism for no real reason and creating division along geographic/cultural/ethnic lines. The NHL is a melting pot of a league (and North America a melting pot of a region), and there's really no reason to create an award based solely on where a person is from.
It would just run counter to the modern ethos of diversity and inclusion that most NA sports leagues are adopting. It's one thing if it were done by outside organizations or something, but at the league level a lot of people would have a problem with it.
Personally I think it's silly to have awards limited to players born and/or raised within a particular country, but that's just me. I also don't think it's a big enough deal to get upset over, although I know a lot of people here in the US would get upset.