While these anecdotes point towards a woeful lack of teaching skills, I think the concept that Gretzky couldn't comprehend his players' limitations is somewhat overblown. I'm sure he could figure out that he wasn't coaching a roster full of 200-point players
But I have said before that the NHL coaching doesn't seem to be very professional. To become a coach in European football, even superstars need to obtain a license, and a Pro license requires coaching experience in minor leagues. Even Zidane worked for Real Madrid for several years as the team's sporting director before becoming an assistant to a great manager Ancelotti, then coaching their minor team and eventually becoming the big team coach. Gretzky just stepped into the head coach role right away with no training (and, I suspect, having experienced little coaching as a player).
I think there's more to it. Tampa's players doesn't seem to be bothered that Cooper wasn't even a pro player.
Maybe the reason for star players rarely becoming great coaches isn't the matter of them not being able to do so, but rather not having a need or desire to be a great coach. Stars are wealthy, successful and have a great reputation. Why would they keep making sacrifices for a new career that is stressful and very likely to tarnish their image?