The problem is today's media is a toxic cesspool.
Any player that came out would be instantly shoved into the spotlight, poked and prodded relentlessly just to get a stupid soundbite, resulting in not only a distraction to the player, but the entire team.
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Remember the story on team chemistry in an all-straight NHL locker room? Which one of the thousands?
Remember the story on team chemistry for the only NHL team with an out of the closet gay player? Oh yeah!
The reason the media would go nuts over that story is because of the ego factor in journalism. Unique stories help your career. The media is going to turn any little thing into a circus, because if they generate controversy, they get clicks on their stories -- and they get to go on radio/TV and talk about their column for a week (for which they frequently get paid to appear).
Look at ESPN's around the horn. The journalists who appear on that show all have that "muck raking" reputation, where the fans of the team they cover are like "ugh, I hate that guy."
I'm a Mets fan and the media coverage of the team is straight up ridiculous. We had a week long media controversy about how "There's a Latino / White player schism in the clubhouse" and the basis for it was a quote/rant by a white player... Only the media TRIMMED his rant. He was calling out the REPORTERS for only talking to the white guys. They turned it from "LoDuca upset at the reporters for not talking to his Latino teammates" into "LoDuca upset with his Latino teammates for not talking to the media."
In this day and age, the players themselves don't really give a damn. The Mets had a player who wasn't openly/publicly gay. But EVERYONE in the room knew he was, and no one gave a damn. He was a great teammate who's private life was none of their business. And he played in the 60s-70s-80s, and was a team ambassador until he died.