I haven't lived in Buffalo since 1988 but when I did live there, people wouldn't hassle a Bills or Sabres player if they were seen at the grocery store, restaurant, bar etc. We used to see Jeff Wright and the Kelly clan at Rappl's in OP and everyone treated it like a non-event.
That still seems to be the case. Some of my high school buddies and I were tailgating at the season opener several years ago next to a bunch of Sabres players and people pretty much left them alone other than the occasional "Go Sabres!" shout out. That has to be a nice change from other places where the players are hassled for autographs everywhere they go.