No, I don't think there's a correlation. In hockey or in any other sport. Francesco Totti was infamous for his limited intellectual capacity, there were tons of jokes about his stupidity among Italian fans. Yet, on the field, he was one of the most intelligent and creative football players of his generation. There's a tremendous difference between being good at solving logical puzzles when sitting behind a desk, and being good at quick decision-making in an intense physical environment, with a lot of stress involved.
I guess it even applies to coaches. I know of coaches who are definitely more intelligent than some others, yet the latter group is more successful, makes better decisions and is able to react to the game development in a more creative way than the former group. Sport is more about confidence and instincts than pure logic.
I'd like to point out for anyone drawing parallels to hockey players in the NHL. You are looking at a collection of roughly the top 1000 people IN THE WORLD at their profession. Those 4th line goons who LOL SUCK at hockey are good enough to be 1st/2nd liners in the next best league in the world and are probably way better than you realize.
I doubt it. A Top 6 player in the KHL is expected to excel at different things than a 4th liner in the NHL. A big difference between taking a 20 second shift, playing aggresively, throwing the puck away from your own zone and skating back to the bench, and actually having to make plays consistently.