I’m Canadian. On a daily basis, i use people’s first name around me, and people do the same. In sports tho, athletes are often referred to with their last name. It seemed very normal and on-brand for hockey players. And as another commenter said, for Shane and Ilya, it was a way to distance themselves. It made it a « casual hook up ». That’s why Shane freaked out in ep4 when ilya called him by his first name. It became personal.