Our best players play on US teams, which is the sad part. The other reason why our NHL teams suck: we have a grand total of 6 teams while the US has a pool of 24 teams. It's four times as likely that a US team wins the cup. The same theory can be applied to the Olympics... the US does so well because they have a pool of 300 million people. Same idea goes for China or Russia.
Along your same train of thought...you can retain the National pride because, as you said, most of the players on the Cup-Winning teams are Canadian. When they spend the day with The Cup, most of them come back home to their Canadian home towns and celebrate. Also, Montreal has won 23 Cups (24 if you count before The Cup was official)...that's enough. Calgary has been the only real contender in the past decade (Ottawa 07' doesn't count) anyways... One Love, Cal