This is probably true of a quarterback, but it's not generally true of hockey goalies. You'd much rather build your team around Sidney Crosby than any goalie to ever play the game.
OK, but that's my claim. My claim is that you'd still rather have Crosby, because there's a much bigger talent gap between him and his hypothetical league-average replacement at center than between Lundqvist and a league-average goalie.
Ok, fair enough! Though, has anyone ever analyzed this question rigorously with data? I.e. is there a Bill James equivalent in the ice hockey world?
The larger point is that individual stars definitely matter a lot in pro sports. And recruiting and retaining them with extremely disproportionate amounts of money doesn't seem to be irrational for most sports.