Re: So how come...
I've had a few conversations with fans from Pittsburgh over the years, and the best guess we could come up with was that Pittsburgh is JUST north and east enough (more east coast than midwest) that hockey makes more sense. Basketball is more midwestern, and hockey is more cold weather and northern in nature. When I was a kid in Ohio, there was NO hockey to be played at all, but basketball was (and still is) huge.
Not scientific at all, but probably accurate.