Because what makse a great player truly a legend is being able to lead his team to victory. Playing incredibly x Nigeria on the World Cup group stage and then missing the decisive goal on the final x Germany sucks for your chances on any best fo all time argument. Messi doesn't even the excuse Cristiano Ronaldo has, he pays in a sensational team, Argentina is currently the number 1 ranked team on the planet and was number 2 and 3 during the World Cups of 2014 and 2010 respectively, Messi still didn't manage to lead this team to victory. He hasn't even maanaged to lead this team to win a Copa America and he has played like 4 (altough its quite unlikely Argentina won't win this time around).
Example: LeBron James almost single handedly won the NBA finals this year. Romário completly demolished the 1994 World Cup. Maradona was the most decisive player of all time maybe during 1986 World Cup. Pelé was the maestro of 1970 World Cup etc.
