Why? Because a player playing for a team for a decade generates jersey sales and can build the sport?
In the NHL they usually do though, unlike in some other sports.
All these players signed long-term contracts for example: Crosby, Ovechkin, McDavid, Malkin, Stamkos, Seguin, Draisaitl, Bergeron, Scheifele, Kopitar, P. Kane, MacKinnon, Eichel, etc.
These guys didn't need a cap exemption as motivator.
The only ones I can think of recently leaving are Tavares (after 9 years) and Pietrangelo (after 12 years).