I reject the notion that you have to be miserable to be successful. You can achieve your best while also having fun and finding joy.
Hockey players make significantly less than athletes in the other major team sports where we are seeing guaranteed $20 million per year plus contracts all over.
That said while the agent will lobby otherwise I think he may find himself after his career wishing he had taken your view.
On one side of things contract amounts are often equated to a players position in the game, a measure of respect. It turns out to be fleeting though because every year somebody else comes along getting paid and the recognition that goes with it.
Beyond that for somebody living a "normal" life making 10-20% more can make a real difference in quality of life. To the guy making $60,000 a year an extra $500 a month makes a real difference at the grocery store, buying clothes for the kid, or being able to have a better second car in the family.
For the guy making $6 million a year how much difference does another $600,000 make, He already has 4 cars, he has a home big enough to have rooms his family doesn't use and vacation home they get to occassionally. Even building an investment portfolio to live off the rest of his life retiring with $20 million instead of $16 million isn't different in a meaningful way.
At some point giving up substantial money is worth it to have another chance at the cup, to play on a team that wins often enough to make the grind of the season enjoyable.
It should be kept in mind that in order to reach the NHL much less be a star guys usually have a very high competitive drive Losing is not something they brush off easily no matter how much money they are making.