Literally his trade to LA and his marrying of an actress made hockey more Hollywood. It opened the way for movies like The Mighty Ducks to be made, it led to a huge jump in American participation in the sport of hockey. He is by far the most well known hockey player in the world.
MJ is great and may possibly be the GOAT for basketball, but he has been surpassed in many ways by LeBron and many sports pundits have stated LeBron is now the GOAT. The point being, no one says that about anyone other than Gretzky for hockey.