I can understand the idea of penalizing a team for that for delay of game, but if you think about it, the delay probably hurts the Wings (these normally get thrown on the ice when something great happens for the team.....delay could kill some of the momentum).
An opposing team isn't going to argue the delay hurst them though, they'll simply argue it is a delay of game.....by the home team, there should be a penalty.
Has there been any hint at pontential penalties for this? I don't remember. I've certainly seen it at other arenas for similar things (normally there is an annoucement warning fans if they do it again, there will be a penalty). Perhaps it is let go due to tradition (similar to hats thrown on a hattrick)