What vancouver has done is interesting. I don't know if it's by plan, but they barely have any Canadians on their roster, and a ton of Americans.
I'm not going to pretend to be a cross border tax expert, but I do understand that it's a complex issue that involves extensive knowledge of the canadian tax code, American tax code, and the canada US tax treaty.
Anyways, on a high level, it appears more advantageous from a tax standpoint for a non-resident to play in Canada than it is for a Canadian resident. I just wonder if it's a coincidence that they have so many Americans and very few canadians. I recall one night when they made headlines for having like zero or one Canadian in their lineup.
Regardless, cup winners since the cap era have one thing in common and that is they they build and develop primarily through the draft. Chicago and LA won 5 cups in the cap era alone, and those are definitely high cost jurisdictions.