Wayne Gretzky could have easily come out and said something like "I think Donald Trump is the right man to oversee America, but I disagree with his view of Canada as 51st state". Then you can disagree / hate his politics, but he is entitled to them. But least he is still defending or honouring Canada.
He has chosen not to do that. He should not have been chosen to honour or represent Canada that game. He handled the captainship as a representative of hockey, rather than a representative for Canada.