Coffey had nothing against Edmonton. If he'd felt more love from Sather (and gotten more money -- at the time he making 50% of Bourque' salary), he'd have preferred to stay.
Gretzky loved Edmonton; he just grew too big for the city, and anyway he and Pocklington had a battles of wills in '88.
Jimmy Carson is the first guy I remember who wanted out. How much of that was down to the city itself and how much was down to him being more into Fortune 500 than winning championships, I don't know. I do remember reliable media people saying on radio that Carson had dissed Edmonton when he was traded, calling it a hick-town, etc. (Carson seemed to think Detroit was some sort of a paradise by comparison, weirdly.)
Then begins the era of uncertainty in the early-90s. I don't think Bernie Nicholls had anything against Edmonton, and he played pretty hard when he was there. (I was at one of his last games, at the Coliseum, in late December '92, and he was still smiling and playing with little kids in the stands and generally looking like a happy guy.) Obviously, Edmonton wasn't a party-town like L.A. or New York, so it was going to be step down in fun-value. Damphousse used his wife as an excuse to get out. He seemed to go really quietly, like a sheep passing in the night.
By the mid-90s, suddenly it's the free-agency era, which, combined with the low-Canadian dollar of the time, conspired to turn Edmonton into a "no-go" zone for NHL players. The more powerful owners basically conspired to kill small-city franchises like Edmonton back then, and almost succeeded. That's why the late-90s team was so easy to love, even if 'dollar-Bill Guerin' was just chasing greenbacks.
