I don't care that he's modest, humble...those are good qualities. I like the guy for that. You can't change your stripes - some people are hard-wired to be humble, and others are built to constantly self-promote themselves. 99% of the time, that doesn't affect on-ice performance, so you get great players in both camps.
Unfortunately, humility isn't a particularly media-friendly quality, especially when combined with sports. I haven't watched many Gretzky interviews, but I watched him on Colbert this week, and....wow. I love hockey, but even I was bored. And, again, that's who he is - some players are entertainers, and some just want to do their job and go home.
The problem is, everyone knows Gretzky. He hosted an episode of SNL. And when he's the face of your sport, it makes it a little difficult to grow your sport.