Since 1995, the Stanley Cup Finals have had two or three games broadcast on a cable channel, and the rest of the games shown on a broadcast network. Before 1995, going back to 1981, almost all finals games were on cable channels. (1981 is around the time that national cable channels were just starting to take off.) From 1976-1979, the finals were syndicated on broadcast channels, and before that, only a few games were televised.
Unfortunately for those of us that watch free TV, there is a recent trend toward putting more sports events on pay TV, despite the lower ratings. The majority of this years NCAA basketball tournament, including all the games of the Final Four, were on cable TV only.
In the case of the Stanley Cup Finals, the fact that not all the games are shown on broadcast TV might be due to the fact that hockey is not as popular in the U.S. as baseball, football, or basketball. However, it could also be that, just like the NCAA tournament, the networks are trying to encourage cable TV subscriptions by hosting more big sports events on pay TV-only outlets.