Assuming McDavid has a good career going forward, whether or not he ends up winning a cup I doubt will affect his position in the list of all time greats much. And I'm pretty sure he will win a cup, if he doesn't accomplish it as a top player, I think he'll keep grinding until his mid 50s in a lesser role to get one
If cup wins were the only thing that separated him from Gretzky (and Lemieux) at that point, then it could matter, but honestly I don't think he'll have any chance at surpassing Gretzky. Lemieux might be within reach if he has absolutely phenomenal latter half of his career. Then I could see McDavid vs Lemieux becoming a thing, with the usual health asterix thing attached to Mario and people debating whether McDavid's longer peak is enough to make him no2.
The argument that the league is so much better these days doesn't hold water to me - while it's true if looking at the playerbase as a whole, the best players were always very good. Gretzky's dominance was just so insane and Kurri and Messier were great players themselves (and went on to prove that without Gretzky), but nowhere close Wayne. Also Mario came along and he bridged the gap nicely from the crazy 80s into the 90s when the league was already a very modern one. Mario dominated against players who went on to play well into the 2000s and even 2010s. I mean Jagr in his 40s was still a very good player and Selänne had top10-top20 worthy seasons in the late 2000s and as late as 2011 - when he was 40. And peak Mario vs peak Jagr or peak Selänne was not even close.
Anyway reaching 1000 points so young is a great achievement and McDavid already belongs somewhere among the greats. As an aside, personally I'm really happy we're back to higher scoring hockey where a 80 point season is not completing for Art Ross.