You ask a very good question. Ankle injuries are common in sports athletes, even hockey. The foot and ankle are protected inside the rigid hockey skate but the players travel at high rates of speed and slam into the boards, the goals, and other players.
The most common ankle sprain among athletes in general is the lateral sprain. Ligaments along the outside of the ankle get torn or damaged. The rigid hockey skate does offer some protection from this type of sprain.
Hockey players are more likely to sprain the syndesmosis ligament. This ligament is actually above the ankle joint. It joins the two lower leg bones (tibia and fibula) together. A syndesmosis ankle injury occurs after a fall when the foot is twisted or tuned outward (external rotation) and the player crashes into another object.
Basketball players can wear a special splint to protect their ankles from injuries. Hockey players can’t fit a splint into a pair of skates. With the increased popularity of ice hockey, we may expect to see a rise in these types of ankle injuries.