Why are they that different? Fenway is a dump, it's uncomfortable to watch a game there, there are a lot of obstructed seats, but some people love it because it's quirky and old. Both Fenway and Wrigley are over 100 years old and still there. MSG went through a major renovation but they have much better tenancy than the XL Center so numbers could work. If Hartford had major professional hockey and basketball teams I'm sure the numbers would work.
The Sox actually tried to build a new stadium in the late 1990s but couldn't find enough land and couldn't come up with enough money to make it work without public subsidies. And Massachusetts, similar to sentiments in Connecticut, refused to provide public subsidies.
You didn't answer my question. Realistically who is going to fund a new arena? You can kick and scream Hartford needs a new arena, but it isn't happening. At least not in either of our lifetimes.