The NHL players only started playing in the olympics in 1998, so only 5 olympic games including sochi.
There are tons of articles addressing the NHL's continued presence in the Olympics...for one the owners don't get any money, two the money they are paying players they'll still owe if they get hurt (tavares), breaking up the leage etc...
I've heard Cam Neely (bruins pres) state multiple times he is not in favor for it, and will be voting against going to the 2018 in korea, as well as the philly part owner Snider who has been very vocal against it
http://www.csnne.com/blog/bruins-talk/nhl-notes-time-nhl-players-olympics
http://sports.yahoo.com/news/nhl--nhl-vs--olympics--going-to-games-is-treat-for-players--troubling-for-owners-174829606.html