It's the weird straddling of "old model" and "new model," and the big players trying to catch up while keeping contracts happy. Up until this year, for example, when I watched my team play on their home channel, I'd get all the commercials too. So, same as being in-state. Now I just get a message about a commercial break.
The weird crux of it all is that you can watch many of the games if you want to wait 48 hours after the broadcast ends. However, in a world so connected, even not being on social media, even following a team 2,000 miles away from me, it's still hard to be purposefully oblivious to what's happening.
I was sorta hoping the next round of contracts would leap the content divide and make streaming a first-class citizen along the rest (I don't mind watching commercials while streaming, I'd assume that would just make those spots even more lucrative.) But it looks like we're still a couple years away from that.
Not that it's a great replacement, but I've really grown attached to listening to the audio-only streams through the NHL app. I'm pretty sure those aren't blacked out anywhere, and radio is still very entertaining. I especially love the crew in Ottawa and the crazy old man in Pittsburgh.
Of course, there's the whole weird, questionable business model world of hockeystreams.com -- which puts really high quality streams of all sorta of hockey games up live (not just NHL, but I believe AHL and others too), probably proxied in from other places that don't have all of the silly restrictions. Their site isn't much right now, they limit subscriptions and during the season it's all "use" mode and no "sell."
Also, I totally understand the hate from an Avs fan, and can only say, ¯\_(ツ)_/¯
Also, for the less technological among us, a cable subscription is required, which adds quite a lot to the price tag.
I know outside of the US, they offer an international version that has it all and seems great, but they can't do that because of television deals in the US.