Did they not terminate their contacts and go back home to play?
Tryamkin and Prokhorkin were Restricted Free Agents. That means they weren't under contract and were free to sign anywhere outside the NHL.
Shipachov and Vegas mutually terminated his contract. His signing in the KHL was actually held up for a few weeks if I recall correctly, while they worked out the financials tot he termination, so again he wasn't under contract.
No player under-contract has signed in the KHL without their NHL teams permission since Radulov.
The Wild did let Khovanov sign in the KHL, but he's a top prospect they want playing and probably care much more about the player-team relationship, and not starting off on the wrong foot.
I'm sure they aren't happy about being strong armed in the Khovanov situation, and Sokolov isn't a top prospect. So they'd probably tell him to pound sand in order to not set a further bad precidence.