Truthfully, I don't blame a 20 year for old not wanting to spend most of their 20s in Winnipeg. It's freezing cold, it's a very small city, with no real downtown, the roads are riddled with potholes and there isn't alot to do. Might not be a good idea for Winnipeg to draft college players.
It's really a matter of lifestyle and life stage. If young players are looking for a vibrant nightlife then a few cities stand out from Winnipeg and a lot of others. Winnipeg is cold, but realistically they spend half of a winter (maybe 3 months) and are playing every other night. Lots of players with young families like Winnipeg because it's an easy and warm community to navigate with good schools, and plentiful job and other options for partners when players are on the road.
I think there is a real "American" angle, though. Some Americans and their families really don't take to Canada. It's more different from the US than many think, especially considering the political divisions. Also, families and partners need to cross a border to visit and watch games, and not all players' families are keen on that.
From the Jets' perspective I think that being a less attractive market for players that want bright lights and nightlife can actually be a bonus in terms of developing a team culture. Players like Kane and Dubois had different priorities, and I'm not sure they would strengthen a team culture anywhere.
I doubt that's an issue with McGroarty. My guess is that he just realized that he wanted to play in the US rather than a Canadian prairie city. That's okay, but if so it would have been better if he had been more upfront about that during pre-draft interviews, etc. The problem is that before the draft all of the prospects pretend that they are all about the team and sacrifice etc., even if they have strong feelings about the type of city and life they prefer.