Mark -
The rule, generally, in hockey (there are many differences between International, USA and Canadian rules for example, its hard to generalize) that a goalie is allowed to stay in the game if he/she is attended to by a trainer on the ice.
Why? Probably the biggest reason, especially in youth hockey, is that many teams only carry one goalie! As you can appreciate, the position of ice hockey goalie is a bit more expensive than that of soccer goalie - so there are less kids who can actually afford to play that position. Because of the small confines of a hockey rink, a team without a goalie is at a very large disadvantage.
Back in the early days of hockey, it was a common practice to carry only one goalie, and that's where the rule came from. If you had to remove the goalie because he had to be attended to, you were toast.
And, with the reletive frequency of goaltender injuries in hockey (you stand in front of a hunk of rubber at 100mph while 5 rather large people buzz around your net and see how injury free you are
), its probably quicker to let the goalie stay in the game rather than have the backup (if there is one) come in each time the starting goalie is hurt.