I did some digging and the chatter on the fan forums is that they DO play it in the arena. They started doing it in 2015. There's some debate as to whether it's an advantage or disadvantage, but it doesn't appear to be against the rules.
Their roster really isn't that good, I think they're just having some good luck. And if there's a goalie I could possibly hate more than Lehner it's that domestic abuser Varlamov.
It's kind of a wash for me. But I like their cap situation.