I just visited about 20 NHL team sites plus NHL.com and found this to be true- The embed feature is no longer available on any video.

Maybe they are still working on that feature or maybe the NHL wants you to visit team sites for all videos.

I've taken a screenshot of what the options are now and as you can see, no embed option is available.

How do you feel about this change?

added 4:25pm, from Puck Daddy,

Back to the good news: It’s not an NHL rights-grab. It’s a glitch. Russ Levine, Senior Director of Production for NHL.com at National Hockey League, tells us that “the public-facing share functionality is missing” from the new player and that it’ll be restored in the next few days across all NHL.com platforms.

So, crisis averted. We can all go back to heaping praise on the NHL for being one of the only Leagues that liberally makes its video available and hardly ever goes after fans that use its game footage on YouTube.