serghei's right to some degree, but he's painting many wrong reasons.
CR7 isn't some gifted, inspiring leader like Puyol or even a Ramos. In the last 4-5 years, he's prioritized the CL and gone above and beyond his normal effort (as it should be). Messi for some reason has only done that in 18/19 out of the last 4-5 seasons. That's just exercising common/good sense.
CR7, because of his physical attributes and off the ball movement (best in the world and in history) is simply better suited to banging in those ugly goals and headers than Messi is, who pretty much only scores aesthetically pleasing goals. As a proof, all of CR7's knockout goals this season (3 v ATM, 2 v Ajax) were either PKs or headers. Sure, he puts out those bangers like versus Juve every now and then but those are not the norm.
CL is about winning, however it takes. Both Messi and Barca are not flexible enough in this regard. Look at how shit Liverpool were in the final but at the end of the day, they have their 6th ahead of Barca and Bayern. Don't even get me started on Madrid's CLs. Only the 2017 one came with a League double. Meanwhile, all 5 of our CLs have been European doubles, meaning we win only when we are overwhelmingly strong and can compensate for any tactical inflexibility.
That's my take on it. Messi is the better, superior player in talent and gameplay but I would also take CR7 in CL KOs. Same as how I would trust RM more in CL KOs than Barca (shouldn't be any disagreement on this one).