Many Canadians are insecure and resentful towards the US, and use hockey as an excuse to puff their chest out and act superior. Hockey being embraced by people in the south (and not just by them and Rust Belt Americans) makes them feel less special. It's like the one kid in the cafeteria who had a Gameboy and wouldn't let anyone else even look at it. Too a lesser extent, Americans in the Rust Belt are resentful of the south because that's where all the economic growth and progress is happening, everyone who's anyone is bolting southward leaving a bunch of old people and crumbling factories.
At least that's where I think it all comes from. Doesn't make it any less detestable or their tears any less delicious.