The only reason attracting UFA's to AZ is tough is because of money. If we could offer the same deal as any other team, Az is an attractive destination. The weather and lifestyle are better then almost anywhere else and players think they can win no matter where they play. The NHL is keeping the team here too, I don't think that is a factor. It is also easier to be in scottsdale and be unknown to most fans. I see players in north scottsdale all the time in restaurants, nobody knows who they are or comes up to them. They blend in as mostly good looking 6 foot 190 pound white guys, a dime a dozen in scottsdale, they just don't really stand out and not enough fans follow hockey in the valley to recognize them.
In the northern cities and Canada, you will get way more attention off the ice which might not be desired. The media scrutiny and coverage is also greater in the major markets, some might not like that. The brutal weather in Canada, except for Vancouver is a major detraction for UFA's. They don't want to live there and their families don't either.
Bottom line is that living and playing here is highly desirable but it comes down to term and money.