While not saying its right, I could see why EA never did till this point. the NHL league itself is male only (dont bring up Manon Rhéaume, she didnt stay and that was more of a novelty than anything else), and there's a female league as well. And really, when i go and play a game thats based on, named after, and marketed for fans of a male only league, i dont expect a female player option.
Now, and this is probably sexist, if they included the game on two discs and did a womans league on one and the male league on the other, you could fix the problem easier.
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and really, I have wonder what people will say when you get someone playing as a player like Zdeno Chara challenging a girl player and fighting them will say about a game where one of the features is a male fighting a female (cause you know they wont care if the woman challenges the man to the fight or wins the fight).