The tax issues are often overstated as long as a player has a decent tax advisor and is willing to defer some of their income until after retirement (which realistically they should be doing).
This illustrates that an NHL player making $6M in Ontario can have a tax liability well below the tax liability in California and about the same as a tax liability for a player in low tax environments like Texas or Florida (caution PDF).
https://ca.rbcwealthmanagement.com/d...%20for+NHL.pdf