Messi backing out of International football is indeed a BS move by him. (Maradona also claimed to quit a few times, but didn't, so we'll see how that goes.) And Ronaldo does indeed keep on fighting when he gets injured. (Though Ronaldo dives for penalties and Messi tends to stand up, so who fights on more can be argued.) But your reasoning is flawed. If Macherano's shot in the WC 2014 final had gone a few inches to the left instead of going one inch to the right of the post, that would have magically made all the difference for Messi? No. Just like whether Portugal won or lost the final when Ronaldo didn't play doesn't make a difference for what Ronaldo did for them.
And Champions League today is above the WC in terms of quality because of money being pumped into club football. That wasn't the case 50 years ago.
IMO it makes all the difference, because it's a trophy vs no trophy. How can you be the greatest ever if you cant win the WC? Yes, the CL is more loaded with talent but that also means that super stacked teams like Barcelona and RM have a much easier time. In the WC players get limited time together and they are also playing on a much bigger stage with many times the amount of viewers and entire nations on their shoulders. That pressure coupled with a one every 4 years chance of winning makes the WC a much bigger trophy than the CL to me.
But when winning or losing that trophy doesn't involve the player in question, it changes nothing about them individually. A trophy is handed out to the whole team. Iniesta has 2x EC, 1x WC, 4x CL, and god knows how many League trophies, and he's not in the discussion of greatest of all time. But based on trophies he should be way above and beyond anyone else. But it's not as much about trophies as it is about how you play.
Since Ronaldo basically didn't play in the final, then your claim that he surpassed Messi individually should have held true before the final was played. And that doesn't sound right, since three finals trumps Semi, Group Stages, Final. So much somes down to how they played, or else Iniesta would be the undisputed GOAT.
How can you be the greatest and not win the WC? Well for starters, if you have one bad day after the group stage, you're out. And that happens to everyone. Since WC is once every 4 years, you may only have two good chances depending on when you're born, and injuries, etc.
Football often comes down to margains. Greece won EC in 2004, scraping by with nothing but draws over 90 minutes, and after that we heard nothing from them or their players again. And Chelsea beat Barca in 2011 after Barca hit the woodwork 4 times, one of which was a penalty, and missed an open goal twice, when all they needed was one more goal. I'd wager that if that game was replayed 10 more times, we'd see more clearly who were the better team, and it wouldn't be Chelsea.
As for the limited time in WC, that is true but that is also why club football is better at bringing out the full potential in players. And it's their full potential that's the most interesting to see. I recall in 2011, Aguero, Tevez and Higuain just could not read Messi's passes quick enough, and were too late on the ball, in a match that ended 3-0 for Argentina, but really should have ended in 7-0 or 8-0 easily with the insane chances they got and fumbled. Meanwhile in Barca, Messi, Iniesta and Xavi made those passes to each other some times without even looking. They just know where the other player will be. That level is something that tends to shows after years and years of playing together, and even then, few players ever find that kind of synergy between each other, no matter how long they play together. I'm more interested in seeing how players do at the fullest of their potential, than in a situation with more random factors.
Though yes, money gives clubs a higher chance of winning. But I don't know if the innate talent born in a nation is a much more interesting factor. Zlatan for example is way too good for his team, and that's unfortunate for him. Imagine if there only was International football and no club football, then no one in the world would know how good Zlatan truly is, all because of the innate lack of talent in the country. (Except for that bicycle kick against England where he scored 4 goals himself, but you get my point.)
Ofc Argentina is much better on paper than Sweden, but it certainly took them a few years to get comfortable together, and they decided they didn't want to keep Tevez in the squad, etc. Now they are definitely contenders for any competition. And they got to three consecutive finals, but fell short on the finishing line due to penalties and inches.
Under the previous EC system, Portugal would have been out in the group stages since they finished third, just like they did in the World Cup 2014. I'm not sure what "dominating fashion" you were refering to as they finished third in group stages, and only won one single game in 90 minutes, but that's one example of margains in football.