While I'm sure they will be proud of their silver in days to come, in a competitive sport like hockey (i.e. one where you are playing against a competitor, not a clock or score card) silver is the only medal that means you lost. A Bronze medal at least means you won your final game.
I don't at all want to come across as though I'm diminishing the accomplishment of an Olympic silver medal - just trying to say that for a competitive athlete at the end of a contest, this object around your neck is a constant reminder that you were bested in your final challenge. That's something no athlete can swallow easily (and we'd probably be very disappointed if they did!).