Considering how hard they shoot the puck, the crazy way these guys constantly try to block shots and the design in general of hockey shin guards....I'm surprised this doesn't happen more often. Any of you that has played knows that the shin guards used, particularly NHL grade...are very well made but they are far from safe only because of the way the human body is constructed. You have to bend your knees when you skate so the guards have to be flexible around the front of the knee and the flex is not strong enough to take the brunt of a hard shot...plus you probably have noticed that all the players have tape wrapped around their legs...that is done to hold the guards in place. It helps but they do shift around a bit which could make for another opening. I'm not blaming the equipment...its made as well as it can be considering. It's just one of those things....luckily it doesn't happen all that much.
BTW, I've been stunned more than a few times....never enough to break a bone but enough to tell you it hurts like hell. I can't imagine the pain of an NHL shot smashing into my leg. These NHL players are some tough SOBs.