It's not in control any more than it's in any rookie's 100% control to step into the NHL 3 months after their draft day and play with the poise and savvy of a 35 year old vet. It's technically possible, but not for any athlete at any time. Most players were on teams that caught lightning in a bottle to break through the hump the first time around and that shapes their mental states going forward. Like this year every Winnik level player in Nashville became John Druce and Rinne the sieve became Patrick Roy through the first 3 rounds.. That's not something any team (or even Nashville any other year) can conjure up.
Nonsense. Top level athletes can learn this very early on. That they don't is their own fault.
What you describe is situational, performance based, or conditional confidence and it's exactly the kind of reactive state that sports psychologists try to move beyond when coaching clients. Sometimes it aids players but it's not a reliable source of confidence. Professional athletes must also have unconditional, personal confidence as well as confidence in their teammates and coaches. If they do not then they're at the mercy of circumstances, and their fortunes will ebb and flow depending on luck, momentum, and mood.
That's exactly what the Capitals have done over the years. They've mistaken overconfidence, arrogance, and carelessness for the real confidence that produces and energized or calm zone/swagger state that's ideal for performance. Just believing you can/should/will win is not enough. There's more to it.
Teams that catch "lighting in a bottle" have found that "it" we talked about before. It usually comes from some source of inspiration or a training program that pushes them past previous roadblocks and prevents mental hurdles from having a negative impact. And I can guarantee you there's at least a few people in every one of those locker rooms who helped keep it going, or at least kept everyone else believing that it would. That's true whether they were focusing on luck, destiny, their work ethic, "good is the enemy of great", or whatever brought them together so tightly.
Usually teams like this have a dynamic where they don't want to let their teammates down, but they aren't fearful about it to the point of paralysis or choking. They do not overpass and hope someone else will win the game, which happens when you're afraid of making a critical mistake. They make the right plays at the right times because they're locked in to the job that needs to be done. Bad luck doesn't crush them, and good luck doesn't cause them to relax.
In pressure situations people will often unconsciously screw up because the discomfort and tension are difficult to bear. If the pain of the situation is greater than the pain of failure then they will default to failure to relieve that discomfort. People will do more to avoid pain than seek pleasure, so even if you think you want to win a Cup you will sabotage your own efforts if somewhere in your mind failure is OK and you do not find ways to cope with the pressure of a game 7. And you will have a very hard time doing that if they opposition is taking control of their mental game while you are simply waiting to see what happens before you feel good about it.
Then inevitably, when the other guy is making a hard push at the end, if somewhere in the back of your mind is "oh no, not this again", then you may as well just put the puck in your own net.
Just because rookies or even vets haven't learned this yet doesn't mean it isn't there for them to learn and draw upon. You have two choices as a professional athlete: either allow your mind and therefore your performance to wax or wane depending on circumstances, or take charge of your own mental capabilities and do the things that give you the best chance to succeed.
From a personal career-based perspective, waiting to land on a team that finds "it" and gets the benefit of luck and momentum all the way to the Cup is a very passive, unreliable option.