Kind of interesting question. Most football players that are that fast are either goalscorers or wingers - very few are "playmakers" or someone racking up assists as McDavid. I guess that is also true for most hockey players.
Not saying McDavid hasn't got skills other than his speed, but Hazard relies much more on his trickery than pure pace.
Henry was relatively speaking much stronger than McDavid, but he is the only properly fast player I can think of (top of my head) that also could be a playmaker when asked to (clearly guys like Messi, Hazard etc. are quick, but I doubt they would have been able to follow Henry in a 40m sprint). If Arsenal hadn't bought Bergkamp and Henry had ended up with a Ian Wright-type striking partner I could have seen him being stylistically close to McDavid.
I don't completely disagree with Kaka, but he doesn't fit McDavid without the puck/ball as he hardly every used his pace to run into space or positioning himself for a pass the same way McDavid will (or Henry did).