That's exactly my issue with HDSC - it is a subjective stat. There are too many subjective stats, and others that need to be more subjective, if that makes sense. Not all shots are equal. Not all HDSC for and against are equal. Some stuff to me is pure garbage (like PDO).
With that being said, advanced metrics are still incredibly useful. I just don't buy some of the rationales that it concludes. I still take issue with the 'should have won' or 'should have lost' games based on them. For instance, watching Calgary under Hartley, and that was a team (at least until the goaltending caved-in) was SUSTAINABLY winning games even though CORSI was terrible. That was the system that was constructed to best utilize the players on hand, and it involved going into a defensive shell, but with a lightning-quick transition. Conversely, the Gulutzan Flames were the opposite - really good on CORSI for the most part, but would often lose games in which they were blitzing the opposition in CORSI.
CORSI is still rather predictive, but, IMO, it does little to explain away those situations and instead, the analytics community will just say "unsustainable". The eye-test in watching those Hartley Flames led you to believe that even though they were out-shot and 'out-possessed' (by sometimes big margins), that they were the more 'dangerous looking team'. I remember that being a recurring theme that season - how the other team just got off a bunch of shots but the Flames were not really tested and looked like the better team.
I think as time moves forward, there will be better metrics produced, better supporting explanations for them, and it will be much more ingrained in the game of hockey that it currently is. As it currently stands, it is still very useful, somewhat predictive (unless you happen to utilize a system that completely disregards possession), and very interesting. I enjoy seeing the metrics during and after games. I often agree with them, sometimes see (or at least, THINK I see - I am for sure prone to biases and I am absolutely no God after all) how meaningless they were for that game, etc. It has become an enjoyable part of the hockey experience for me.
As a player, whether they agree or don't agree, whether they bother to learn or just ignore it - I am not sure there is a right or wrong answer. Shoot more. Be better defensively. Finish your checks. Be a hero and block pucks more. These are all things that players learn staring when they are kids. I can't imagine being more knowledgeable about the advanced metrics is going to make them into better players or not. Hockey players know (or should know) what it takes to be more effective out there anyway. I wouldn't think that just because the players who are actually playing the game aren't into advanced metrics that it somehow makes advanced metrics 'less important'.
It is just a different and more in-depth way of measuring performances on the ice - personal as well as overall team performances - but it isn't impervious to errors either. That's been my take for a very long time.
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