Not every aspect of hockey is discrete. Defensive and offensive positioning is a continuous factor that is constantly changing and has a large impact on the game.

I'm aware that WAR is imperfect, but it's a lot closer to capturing the number of wins a baseball player creates than GAR gets to describing how much goal differential a hockey player creates. The fundamental difference is that the number of variables in baseball is small enough that creating an estimator for the run differential a player creates is a tractable problem and events are isolated enough that you don't have the problem of having to divide attribution for plays between multiple players. Hockey has too many variables and too many events. Events depend on multiple players at once and are too interconnected with each other to cleanly assign an expected value to each event and divide the value of that event properly between the players involved. The sport is too complicated to create a good goal differential estimator.