I actually feel sorry for the Russian hockey players for the reasons you mentioned. Many of them are probably very upset by Putin's actions but don't speak out because as mentioned above, their wives and kids will drink radioactive tea or perhaps "accidentally" fall out of windows to their deaths. There are a lot of Russian superstars in the NHL and the Rangers have two of them, Panarin and Shesterkin, who is the best goalie in the NHL bar none. Panarin has in the past gotten in trouble for his criticism of the Russian government (see link below), while Shesterkin rarely says anything and lets his play do the talking as it speaks very loudly.
The allegation against Artemi Panarin from ex-coach in Russia he struck a woman 10 years ago is a reminder of sway Vladimir Putin has over athletes.
amp.usatoday.com
The wisest course of action for the Russian hockey player is to keep the mouth shut.