Currently, both the NFL and the NHL report as non-profit organizations, therefore do not have to pay taxes. This status, however, does not cover MLB or the NBA, which, as businesses operating in the United States, pay taxes and contribute to our economy. In 2013, the NFL had a revenue greater than $9 billion. The NHL reported around $3.3 billion. Imagine the taxes from those earnings going to schools, infrastructure, etc - or even allowing a freeze (or do I dare say reduction) of the average citizen's tax rate.
The bottom line is that the NFL and NHL are businesses - conducting business in the United States - and should be taxed accordingly.