Why are you using the logic that since they have something in common (no Cup), that means they are in the same tier, and every other factor gets ignored? That is a painfully simple and ignorant way to analyze a career. I can do a simple test to prove you are wrong with 4 questions
Does anyone have Thornton, Dionne & others in the top 5 all-time? NO
Does anyone have McDavid in the top 5 all-time? YES (myself included)
Would anyone put Thornton, Dionne & others in the top 5 if they won a Cup? NO
Would anyone put McDavid in the top 5 if he won a Cup? YES (almost everyone)
Do you not see the difference between McDavid and those players? They have 1 similarity and several key differences. You seem stuck with the 1 similarity.
There is another way to visualize how absurd it is to mention McDavid with those names: Key trophies (Ross, Hart, Lindsay, Smythe)
McDavid
5x Ross
3x Hart
4x Lindsay
1x Smythe
= 13 points
Combined: Dionne, Thornton, Iginla, Pavelski, Bure
3x Ross
1x Hart
3x Lindsay
0x Smythe
=
7 points
To make it a fair fight, you would need to add several other HOF-worthy players to match the resume of one Connor McDavid. Let's add in both Sedins, Lindros, Sundin, Oates, Hawerchuk, Gartner
McDavid
5x Ross
3x Hart
4x Lindsay
1x Smythe
= 13 points
Combined: Dionne, Thornton, Iginla, Pavelski, Bure, Sedin (x2), Lindros, Sundin, Oates, Hawerchuk, Gartner
5x Ross
3x Hart
5x Lindsay
0x Smythe
=
13 points
If we use
12 HOFers, we can match the resume of Connor McDavid. He is in the same tier as them, but only if you combine all 12 of them into 1 super player