Messier has 6 cups.
Gretzky has 4 cups.
This argument just doesn't work. By this kind of logic, Mark Messier is greater than Wayne Gretzky because he has more cups.
Even if McDavid doesn't win a cup in Edmonton, I'd say the chances of him winning a cup on another team later in his career is extremely high. The greats normally find a way. Lots of people thought Ovechkin was a loser too before he eventually got his cup.