Having only been a player/spectator of the SHL I can't argue for any of the other
Watching a game on stream each of the 3 cases are stressful in their own right.
The tied game you are so on edge hoping you will pull through and score that game winning goal, or, at the very least not let the opponents score in the last few seconds to lose the game.
Trailing by one goal is almost more exciting as you are really just hoping you can tie the game, which does feel like it happens quite often, to at least bring it to over time for that sweet 1 point.
But the most tense must be as leading by 1 goal and knowing that the sim engine just loves that late comeback by a trailing team. Just hoping that your player can score that final goal to at least bring it up to a 2 goal lead is extremely tense. Bring that situation to a game 7 in the playoffs and you are on edge for the entire game...