A couple of possible reasons. Other clubs like the change to the darks at home because they can wear their thirds in front of their home fans and sell more jerseys. A couple of teams like Toronto and Montreal have whites as their thirds (the two best in the league, IMO, since they are legitimate throwbacks), so they wear white at home occasionally. I believe Toronto views its thirds as good luck, so they often wear them in the postseason.
The Coyotes have no new thirds at the moment, so they are probably trying to get folks who have the darks to also buy the whites. There's also the old Winnipeg "white out" tradition, which they probably want to resurrect if the Coyotes make the playoffs, hopefully with a lot of purchased jerseys.
For the record, I prefer the whites at home as well. There's something great about the first round with 16 home clubs wearing white.