Because what pro athletes make is somehow supposed to be related to what Joe Fan makes, and their on-ice and after-ice lives are totally comparable to Joe Fan's life.
For say $1 million per year for 5 years [before taxes, agent fees, union dues, etc.] NHL players log 82 games having to keep themselves in fantastic shape, able to play at a high level, training during the offseason, and making whatever public appearances the team and/or its sponsors require, all while under the relative microscope being unable to go most places without being instantly recognized and mobbed. If you never made it to the NHL, you're doing it in the minors for say $40-125K, perhaps a little more.
Did I mention 82 games? That's if (A) you're good enough to play all 82, and (B) healthy enough to do it. If you're not good enough, you're sitting in the press box instead of getting to do what you trained much of your life to do. [Or, you can get shipped to the minors - but we'll cover that shortly.] If you're injured, there's all the work to rehab and get back into shape. If injuries are serious, it's weeks or months being unable to play and having to recuperate - and, depending on the injury, it's potentially something that affects your life after you're done playing. Ask guys dealing with PCS, dementia, Alzheimers, and/or CTE due to head trauma from playing hockey if all the money the player made makes up for the loss of quality of life. Well, if they remember anything. Probably ask their families if the money he made makes up for the loss of quality of life.
If you're under about 27, you get zero control over where you play - and even after 27, you may get zero control over it. Trades? Waivers? Assignments to/from the minors? Maybe even going to Europe to snag a contract? All part of the life of some [most?] hockey players at some point. If you have a family [most guys want one], you get to pick up your family and move them to a new town, or you leave them behind for 8-9 months of the year perhaps getting a couple weeks in total scattered across the schedule where you get to go back and see them [on your dime]. Want to see your kids grow up? Tough crap, let the wife deal with all that stuff; hopefully she's strong enough to deal with that without you - otherwise, ... all that sweet cash coming in on the 1st and 15th makes up for not seeing your kids grow up and your wife saying, "I can't do this," right?
Joe Fan? He can guzzle beer and munch on whatever snacks are in the cupboard while sitting on the couch screaming at the players, with his biggest worries being whether he'll get into an accident on the way to work [if he even thinks about that] or getting hurt in some freak accident on the job [which he also likely doesn't think about] and what he's going to do years from now when he finally retires. He doesn't worry about finding out tomorrow, "we're sending you to Cleveland / Albuquerque / Walla Walla to work, here's a plane ticket, pack your **** up because you're due there in 24 hours" knowing that he could get there and find out a day, a week, a month, a year later he's going somewhere else.
It is so trite and naive to talk about pro athletes and their salaries as if more money makes everything better and solves any problem they might ever have. They have different issues that you and I will never be able to relate to, and "make lots of money" certainly doesn't cure them. It really doesn't cure it for guys like Joe Murphy, Johan Franzen, Keith Primeau, and countless others who have dealt with [and still have to deal with] life-altering injuries and problems that affect their lives, or the families of those players who also have to deal with the issues those guys have that affect them and everyone around them.