Why is this?
Because FIFA requires the clubs to provide their players to associations when they are called up. This obligation is stated in the FIFA Regulations on the Status and Transfer of Players - Annexe 1: Release of players to association teams:
- Clubs are obliged to release their registered players to the representative teams of the country for which the player is eligible
to play on the basis of his nationality if they are called up by the
association concerned. Any agreement between a player and a club to
the contrary is prohibited.
Do Soccer Leagues have less control over their players than the NHL does?
Domestic football leagues (or their corresponding associations) have no control over players. These leagues are not isolated as NHL but are member associations of UEFA, CONMEBOL, CAF etc.
These are the clubs (like Real Madrid, Manchester United, Bayern Munich etc.) that have control over their players and they have much more control over them than NHL teams have over their own: e.g they can grow their own players in their own youth academies, sell them for cash etc. The only thing clubs can't do is not to comply with FIFA or respective federation (e.g UEFA) rules, otherwise they will not be able to acquire licences in order to compete in the most prestigious continental club tournaments (like Champions League, Copa Libertadores etc).
Is it just too big of a tradition to break?
These breaks are not random, they are published on FIFA International Match Calendar. Annexes 3 and 4 well define the dates of breaks:
After consultation with the relevant stakeholders, FIFA publishes the international match calendar for the period of four or eight
years. It will include all international windows for the relevant
period. [...]
An international window is defined as a period of nine days starting on a Monday morning and ending on Tuesday night the following
week, which is reserved for representative teams’ activities. During
any international window a maximum of two matches may be played by
each representative team, irrespective of whether these matches are
qualifying matches for an international tournament or friendlies. The
pertinent matches can be scheduled any day as from Wednesday during
the international window, provided that a minimum of two full calendar
days are left between two matches (e.g. Thursday/Sunday or
Saturday/Tuesday).
Maybe there is complaint that I'm just not aware of?
There are for sure. Coaches always complain about that matter (and about everything else as well) in press-conferences but they can't really do anything against that. E.g, big club coaches continuously express their annoyances about their players being called up against micronations (like Andorra, San-Marino), but these teams are still competing in qualifying phases.
Or something else?
Other than that, FIFA is not that evil: there is a FIFA Club Protection Programme which provides compensations for the losses encountered by the clubs during the period that the called-up players are temporarily totally disabled (TTD):
Purpose of the FIFA Club Protection Programme:
The programme will provide compensation for football clubs in the
event that “A” representative team football players participating for
their association suffer a TTD, which lasts for more than 28
consecutive days, as a result of bodily injuries caused by an
accident.
The programme will not provide any cover for permanent total
disablement or death or for any costs of medical treatment. The
programme will compensate the football clubs that employ the injured
football player(s).