Most of the players on the 2002 team have been replaced by other players or younger players. Lemieux, Yzerman, Kariya, Lindros, Shanahan, Peca, etc. have all been replaced.
Every player on the 2006 team that was on the 2002 team would have still made the 2006 team, regardless of whether they won or lost in 2002 (with the possible exception being Foote). Sakic, Iginla, Gagne, Pronger, Blake, Niedermayer, Brodeur, ect. are all in their primes, and would have played for the 2006 team even if the 2002 team didn't win.
I think the question should be: If the 2004 World Cup Team had failed, would a good deal of the team have been replaced with some youngsters?
If the 2004 World Cup Team had failed, you might not have seen guys like Doan, Draper, and Smyth on the 2006 team. If that team had failed, they may have replaced those expendable players in search of some different players.