I really don't think losing Crosby will hurt the game all that much. The Penguins, and a small revenue hit, but not to the effect that some might think.
He isn't a household name in the US, and honestly, not many outsiders who don't watch hockey all that much and other casual fans of the game don't really know who he is or talk all that much about him.
It would probably be worse if ESPN had a tv contract with the NHL, because they'd be marketing Crosby and Ovechkin, and there would be much more national exposure to them and the sport in the US, but that hasn't been the case since 2004, so there goes that theory.
Overall, I just don't think there's enough exposure or care for hockey in the US for it to matter as much as some think it would.