That's the thing. Hockey, like basketball, isn't very conducive to performance enhancing drugs. They might help a bit, but hockey players aren't trying to develop raw strength. Baseball players can use it to improve hitting, football players use it to overpower people, sprinters use it to build leg muscles.
But hockey and basketball (and soccer, I suppose) require a combination of dexterity, agility, strength, and endurance. Most performance enhancing drugs boost one but sacrifice another.