I'm not a physician or a trainer, but at 40ish and playing competitive volleyball for 20+ years, I know all about jumpers knee (and have had it assessed a few times during that span). Shooting pain, weakness and joint instability, etc. Specifically, I have the telltale "bump", or second knee cap, under the actual knee cap lol - "osgood schlatters"
Treatment was strengthening and conditioning, not wearing a knee sleeve as above. It comes and goes every few years still, and normally shows itself when i'm out of shape and still playing (volleyball) hard. If I am playing a tournament or something and want to stabilize the knee joint, I keep some hockey tape in my bag and apply a single wide strip, fully around my lower knee joint (in my case between the "two" knee cap bumps), at medium tension and under very slight knee bend. Literally, a 16" piece of white stick tape, wrapped around the lower leg - it adds some stability on the fly, works for me. Obviously not medical advice here....
I have played men's league hockey for a few years now (not while "injured" as above mind you), and have never aggravated, worsened or caused "jumpers knee" from skating or playing. In fact, I think skating itself is actually a great cross training activity for me, and strengthens the connecting areas of the knee to increase stability through a different range of motions.
Now, if you HAVE an existing MCL issue - definitely speak to someone on the physio/kinesiology/rehab side of things - all of the above could be completely wrong, and might do more harm than good.
IMO - Hockey shouldn't cause knee issues unless you take impact or have a bio mechanically "off" stride, sleeves are generally used WHILE rehabbing to add stability, they will not prevent injury per say. If anything, playing with knee sleeves, ankle braces, etc long term might do more harm than good, your body adapts to them and doesn't need to strengthen itself with the extra support present, and in hockey specifically - probably hurts your skating ability overall.
Strength training and conditioning would be the right way to avoid any issues long term IMO, especially if you are just trying to be preventative.
