There are clips of every trophy won under the Calgary four in the intro, several of the POFW celebrations too, and have been since the first pre-season game. The clip to which you refer is simply one more of those, it just happens to have a great, short (and still relevant as we are back to back) soundbite. I think each victory is worth celebrating, not just the most recent.
Speaking to a relative who sits in either block 8 or 9, the problem with the dry ice was that it was always started too early and kept being topped up. That then meant that those who sit directly behind the home bench couldn't see a great deal.
Rather than just doing it a few seconds before the players came out it was just abolished altogether. Which is a shame as it looks a bit silly to skate out of that horrible inflatable when everyone can see them waiting behind it. It's meant to be a grand entrance when the team appear from nowhere but it's even more lost without the smoke.
Ideally we would have a sort of retractable/inflatable tunnel structure leading to a better inflatable Devil, with smoke in said tunnel and flames outside it like Belfast do.