I am certain that Glen Sather doesn't want him to go. So what? He can go anyway. It has the force of advice, a recommendation, an opinion, and not a directive, because the player has the power to go. The NHL contracts have no stipulations empowering the clubs to prevent players from going once the season has ended for each club.
Did the Caps relish the idea of Ovechkin going to the World Championships? Of course not. They would prefer he rest up, not subject himself to the risk of further injury, and get ready for the coming season. Yet the player feels it's important to go, informs the team, and the team puts the best face on it. McPhee then goes to the media after Ovechkin has left and expresses the Caps' support for his decision to go.
In the end, it's all about a player's decision.