Akim Aliu had been a member of the Colorado Eagles, a minor-league hockey team, for just a small part of the season in 2011 when he received an invitation to the team’s Halloween party. The team’s players, staff, management and even their families would be there.

A couple of days before the party, the Nigerian-born player was told to “come a little bit later,” he says. He didn’t think much of it, until he walked in and poured himself a beer.

That’s...