Because of the NHL and it's salary cap, those guys are still on the rosters of their teams. The CPU logic doesn't understand the loopholes, and the CPU controlled teams will always use best lines to create their rosters, which puts those guys back in play. What many of us do is prior to entering the game mode, go into the player movement option under rosters and move those guys to a roster not used in franchise or season mode (ECHL, International, etc.) For some reason, I always put them on Team Japan. Off the top of my head, the following guys need to be moved: Datsuyk and Pronger from Arizona, Lupul and Horton from Toronto, Savard and Clowe from New Jersey, Vitale from Detroit (can even move Franzen technically). There's also some guys in Free Agency that should be moved, but most aren't good enough to be signed by the CPU and will retire at the end of season one.
That should solve the problem you have.