Aside from Coleman, all of the depth that has left Tampa Bay is either regressing (Gourde, Killorn, Palat) or smoldering toilet paper (Goodrow, Johnson). The Lightning tried to replace those players, but the results have been extremely mixed (Hagel/Paul juxtaposed against Jeannot/Sheary). All the while Vasilievsiky has taken a clear step back.
I don't think anyone can look back and say they should've moved a star to keep some combination of those players. Tampa's window started closing and their previously infallible GM started making mistakes. Short of drafting Datsyuk and Zetterberg super late, every team's window is relatively short.
With the Avs specifically, there's no way they're a better team without Rantanen. He's in his prime and on a potential HHOF trajectory. Yes, the team needs more depth, and they'll have to add it at the deadline again. The only teams that structure themselves around depth are teams without star players. The teams with both stars and depth are the ones who've drafted well.
That said, Colorado's depth issues are blown out of proportion. The situation is nuanced because of Landeskog/Nichushkin, but their biggest positional player needs are around the edges of the roster. Their biggest issue, by far (IMO), is in net. Landeskog could have a successful comeback, Nichushkin could stay clean, the Avs could add pieces at the deadline, and still lose to Dallas in the 2nd round due to Oettinger >>> Georgiev. But that has nothing to do with Rantanen, so I digress.