Leading in +/- can be misleading.
Orr led the NHL in 1975 by a narrow margin, and a very similar margin to Gretzky in 1982.
Here's how the +/- looks when you slowly remove the worst teams.
| Gretzky | Engblom | | Orr | Clarke |
vs All teams | 80 | 78 | vs All Teams | 80 | 79 |
no Rockies | 71 | 70 | no Caps | 60 | 76 |
no Wings | 66 | 71 | no Scouts | 55 | 67 |
no Leafs | 60 | 72 | no Seals | 45 | 64 |
no Whalers | 60 | 58 | no Stars | 41 | 55 |
no Kings | 54 | 55 | no Wings | 30 | 51 |
no Capitals | 51 | 53 | | | |
Lemieux only led the NHL once, but here's how he looks against Orr in 1970.
| Lemieux | Bourque | | Orr | Brewer |
vs All Teams | 55 | 38 | vs All Teams | 54 | 43 |
no Sharks | 49 | 36 | no Kings | 40 | 37 |
no Sens | 45 | 32 | no Flyers | 33 | 35 |
no TBL | 45 | 32 | no Seals | 21 | 27 |
no Whalers | 42 | 25 | no Stars | 12 | 23 |
no Oilers | 43 | 25 | no Pens | 5 | 20 |
The plus/minus doesn't fall off quite so quickly for anybody else, as it does for Bobby Orr. For Gretzky and Lemieux, the relationship between them and Engblom and Bourque doesn't change much.
Edit: Should note Bourque was 3rd in 1992-93, but I used him because #2 was a Lemieux teammate, Larry Murphy.