Hockey helmets are different than a football helmet. For starters, the shell of a hockey helmet is much softer than that of a football helmet. This can help to attenuate some of the energy from a hit. The other huge difference is the mass of the helmet. Hockey helmets are light compared to a football helmet.
Another large difference between the sports is the rules covering head contact. While it is illegal in both sports to hit with your head, football tends to see a much higher rate of "incidental" contact. Hockey players are not taking hits to the head every play
[1] http://www.espn.com/blog/statsinfo/post/_/id/131681/sidney-c...
Edit: Minor Typos
https://www.theguardian.com/sport/2017/apr/05/nhl-concussion...
And the rates of CTE in former NHL players aren't exactly low. 9 of 16 (albeit a small sample) showed signs of CTE.
http://www.espn.com/nhl/story/_/id/20498726/nhl-players-relu...