Messi can't even win copa america which apart from Brazil and some decent teams from time to time has muuuuch worse teams than even Iceland. and argentina had, and still has, a pretty decent squad, Messi just needs every. single. atom. of a club/country to work FOR HIM and him alone to have a good game. and for country it just doesn't work that way.
PS ronaldo is not GOAT either, but he did at least help A LOT with a very shit team at the time actually winning A VERY HARD tournament to win.