First, none of the 4 major NA sport besides baseball has produced a player in the last 10 years who could legitimately be in a GOAT conversation, and honestly, even in the case of Mike Trout, it's hard to make the case for him over Ruth. It's more of a "GOAT since Ruth" debate.
Even if you want to go back to the 00s where you have Lebron and Brady enter the scene, it's not fair to judge this on "GOAT" because hockey is the only sport maybe besides Baseball that has one guy who is so far ahead of his peers statistically that it's a safe bet to say that NOBODY will ever come close sans a rule change that blows open offensive stats.
Gretzky and to an extent Lemieux have such crazy point totals that to even argue that somebody is better would require serious adjustments for era, which is complicated.
If we look instead at generational talents, players who could legitimately wind up Top 10 of all time, hockey has produced 3 forwards (Crosby, Ovi, and McDavid) who are or will inevitably be in that convo, a goaltender who could be argued is Top 5 all time (Lundqvist), and possibly an all time Top 10 defenseman (Karlsson). And who knows how Hughes, Kakko, and Dahlin will shake out - all have "generational" potential. You could even make an argument for Patrick Kane finishing as a Top 10-15 player all-time (I wouldn't, but could see how one could).
The level of competition has gotten so good, especially in the top tier of players in the last 5 years alone, that it's getting more difficult to blow everyone else's numbers away.