Honestly, if these guys are sharing a locker room together and sharing a bench together I think it's ridiculous that they aren't allowed to hang out with each other.
This is a dumb argument. It's about risk and managing risk. Your statement is exactly like saying "I just drove after having two shots of tequila and nothing happened. Might as well have more!"
The more time you spend with someone in close proximity, the more risk there will be of contracting the virus if someone else has it. The NHL (and players!) all agreed to the current protocols: Limit their interaction with teammates (and basically anyone outside of immediate family) as much as possible, essentially to just team functions and games.
There are also qualitative differences between playing/practicing and hanging out in a small room for hours. There's less circulation/ventilation. Most of what we know shows that COVID transmission is more likely in enclosed spaces, like a small room.
And now look. Samsonov was positive and put his teammates directly at risk. Good job.
These are rules. They signed up for them. If they're too good for the rules, they can take the season off and forfeit their salary. And stop putting their teammates (and the continuation of the NHL season) at risk. End of story.