Because by default he has to play at least 30 yards deeper at all times for Argentina to compensate for their lack of midfield/play makers. When I see Messi working his ass off and achieving so little with Argentina I am reminded of why its so crucial to have Xavi/Iniesta/Busquets in your team. But I know what you're saying, I mean sometimes it feels like he is cursed when in blue and white, that chance he missed towards the end, you don't see him miss those often...
The reason you stated above is precisely y his finishing has suffered when playing in Blue and White. When your best attacker has to cover much ground, the weariness and low energy 'll render him ineffective when finally faced with a goal scoring opportunity.