They didn't have to call trump out. There were at least 2 of them with appropriate responses ( Absolutely and 2 for 2). It was a choice to laugh, when they could have cheered.
The idea the men's hockey team wasn't rooting for the women, thinks poorly of them, or didn't want them at the WH is all *obviously* absurd.
Politely laughing at sexist jokes you disagree with is a bad look, but expecting people to call out POTUS in that spot is also absurd.