I don't think any hockey purists over here would agree with you...most Canadian (and some Americans in the northern reaches) start out playing hockey outside on frozen ponds. I've played both in indoor rinks and outside on frozen lakes (up by the Canadian border) and playing on a lake is a completely different, and often more enjoyable, experience. Fans right up against the rink brings dumbasses banging on the glass as well which is not good. On an unrelated note, "top of the league" and "keeper" might confuse some North American fans ;).
Never been to a Winter Classic though I did watch it when the Hawks played the Red Wings (right around the time the Hawks sold out) and I think the players enjoy it and it doesn't hinder the play too much.