Dionne was also a really bad playoff performer (relative to how he did in the regular season). I did a deep dive into this 15 years ago. One of the newspaper articles said (paraphrasing) that you'd need a microscope to find Dionne on the ice. In the past two playoff runs alone, McDavid scored more points than Dionne did in his entire career, in significantly fewer games, in a lower scoring era.
I realize that casual fans will expect/require McDavid to win a Cup in order to turn join the "big five". But if McDavid never wins a Cup, he shouldn't be compared to Dionne - he's already played at a much higher level, in back to back playoff runs.
(That's an interesting question that should be posted on HOH - who's the best playoff performer in NHL history to never win a Stanley Cup? A few preliminary guesses - Brad Park, Henrik Lundqvist, and Connor McDavid).