The only penalty they call objectively is delay of game. And I'm glad they do for that - because you can't get away with it you don't see nearly as many pucks over the glass. It makes a PKer's job way harder, but they've sucked it up and play within the rules.
If they started calling every cross-check for an entire season, you would see players change the way they play. You can play defensively without cross-checking, it's just a lot harder.
But it's the same thing with interference - one year the league will say they will call everything, and then they lighten up and then stop after the pre-season because people complain about too many penalties. Unfortunately it takes a while for players to change habits, and there is always an adjustment period. The NHL needs to have the guts to ignore the whiny media.