Well, in North America outside the NHL I don't know if any of the other leagues other than the NFL have even done relocations let alone expansions within the last 10-15 years so the sample size is really small.
I think as well, it's important to remember many team names are products of their time; I really think names like the Canadiens, Canucks, Flames, Maple Leafs, Blackhawks, Red Wings, Oilers Wild, Kings, Islanders, etc. would not be the top choices for various reasons even if those cities were awarded franchises today or even in the early 2000s. Personally, when I write some of those names out now and think about it, they seem ridiculous. Like, ISLANDERS? Admittedly I've spent almost no time in New York to know whether there's any real sentiment to that name outside of hockey associations, but it'd be like adding the Florida Peninsulars now.
In other words, you're not wrong about why/why not, but sillier things like advertisment metrics/marketing appeal and other things drive branding decisions more than simple, local sentiment.