Nobody is "too good not to win a Cup" under the wrong circumstances. Winning a Cup has more to do with circumstances, teammates, injuries, the strength of opponents, and management tactics than it ever will have to do with individual performance.
There have already been narrow misses for obvious all-time great players:
Bourque: 17 straight seasons of top 5 Norris votes, and yet would have retired with zero Stanley Cups if not going to the best team in the league at age 39. If Roy, Forsberg, Sakic, etc had been injured in that playoff run he very well may have retired without a Cup.
Hasek: The 6-time Vezina & 2x MVP, 2x Pearson winning goaltender never won a Cup during the height of his powers until changing teams late in his career, and much like Bourque won, won despite being a far worse player than the past versions of himself.
Ovechkin: Ovechkin had one shot at the Stanley Cup finals. What would that one shot have looked like if it were the 2022-23 Vegas team and not the expansion Cinderella team? Even against that weaker team, winning was far from a certainty. What if Kuzenetzov was injured, or at 25% of himself, the way Draisaitl was for McDavids current only finals?
I find this obsession with all-time greats "having to win" weird and not logical, since it is very clear that at some point a clear all-time great player will not win (it's virtually a certainty, if it's not McDavid, it will be someone else in the future). As evidenced by the already narrow misses there have been.
That requirement dates back to the original six days, when the Legends like Howe were virtually guaranteed to win a Cup. So who knows what the list of all-time greats and their "cups" would look like if they had all played against 31 other teams with salary caps? It is simple arithmetic. If you played in the league with 6 teams, you had a 33% random chance of being in the Stanley Cup finals PER SEASON lol. If you take Crosby, McDavid & Ovechkin combined, they have played in 6 Stanley Cup finals in 50 seasons, that is 12%, around 1/3 of the odds of randomly doing it in the original 6 era, and those are the 3 best players of their era. You can't ignore the math and what that sort of context means.