I love the mercenary comment, as if nations are not built on some fictional borders. Messi could have won 3-4 titles with Spain, even with the Catalan national team (Xavi, Busquets, Puyol, Pique, Pedro etc.).
Of course not winning a final is not his fault, it is never one players fault. People tend to exaggerate all the time when winning and loosing. Messi is the closest a player can come to individually decide so many games. In football, in contrast to Basketball, one guy can't make all the difference, Messi comes the closest to that guy. But again, this should remind you that football is based on luck, especially in KO games. The reason why there are group stages and more repetitive games is (a) more money for the organizers and (b) giving luck less of an impact that is already has. The CL (including final) is also based on a lot of luck. So, remind yourself of that fact when mocking other players to be "chokers", criticizing some coaches for not winning the CL (e.g. Pep).
Messi leaving the NT shows how emotional this thing is for him and his NT team mates. I think he can handle any pressure, but this is so much that even the greatest do not feel confident enough at some point. I hope this is just a signal for the federation to be more professional when choosing coaches/strategies, so he can give his come-back! Why else would a 29 year old hero end his NT career?