Yeah that's the main reason that most athletes have their permanent residence in Florida. Even then they have to do careful tax planning around their travel schedule, they probably don't sign long-term leases or own property where they play, etc.
Of course some just say f*** it and live where they play. Florida isn't the only way to avoid taxes. There are other methods. Matthews could probably live in Toronto full time and roll the bonus into some type of locked in retirement fund or education fund or whatever.