It is very important for Messi to play RW for as much as possible. It stretches defences, and it doesn't allow teams to crowd the midfield. Once Messi is no longer a threat in the right, he can be blocked by more players (both the DM and RCM, the LB and one of the CBs). He has to beat several opponents, that can block him from more directions. They can also isolate him out of the game because of his rather poor workrate off the ball and because it is very hard to pick him up with passes when he is guarded by many players. Neither Rakitic, nor Arda seem to have the confidence of playing a through ball when the marking is tight on the receiver. They prefer the safer option each time. You actually need a Xavi type of player, with an ultra-safe pass and a brilliant through ball, and most importantly, a supreme confidence in his skills, for us to constantly find Messi with passes in the middle, especially in a more advanced (therefor considered dangerous) position. His all-around poor game without the ball (he doesn't create space for himself, he rather exploits space being created by other players, that's why he comes in the middle from the wing, he sees a bit of space he can use) makes him easy to mark in that area. In the right though, he has that space. You can't put 2-3 players on the right wing, because that would mean acres of space in the middle. RW and LW are position you defend when danger happens in that area, they are not considered key zones. They became key zones when you have Neymar and Messi creating havoc there. We need to make our opponent defend the whole width of the pitch. An experience team like Madrid exposed Lucho's tactic. Marcelo especially saw that Messi didn't really intersect with him and became extremely aggresive going forward, and also went in the center more, allowing Pepe and Ramos to effectively take care of Suarez.
This picture is infuriating. There is no danger whatsoever comming from our right when we play like that. There is Alves there, who could bomb forward and attack space left by Marcelo, who does what a great player should do and goes to help his teammates in the center when he sees no one is attacking his zone. Alves could do that, but then there's this problem called Ronaldo. He took a risk in this instance and almost scored a golazo.
If we had Messi on the right like we were supposed to, Marcelo would've been out from the center. And maybe Suarez wouldn't have been made a kebab between Ramos and Pepe (picture above).