Easy to say, for sure. Doing it is a completely different thing. I don't know a single star NHLer in a Canadian market that 'likes it'.
Aflie never cared for the spotlight. Luongo was glad to leave Vancouver, you never here a peep out of the Sedins, didn't Kesler specifically demand NOT to be a on Canadian team, all the leafs stars (don't need to add anything else to this), maybe Iginla? I don't follow Calgary much so I don't know how he was treated toward the end of his tenture there. Subban loves it, but he's still young. It really depends upon the age of the players IMO. All the young guys love the attention, but when you have a family and you start getting older I think the perspective changes.
It's also different being a captain when you are on the wrong side of 30 and the GM tells you we're going to have a budget for the foreseeable future, our coach is on thin ice and we think the defence (as is) is built for the playoffs.