He wasn't exactly missing chance after chance after chance in those finals imo. People blame him in the final with Germany and in the recent final with Chile basically for one big chance wasted in each game, and both of them were chances he speculated on his own, not down to his teammates setting him up perfectly. Argentina has another problem, in the way they set up tactically, which is resembling of a Simeone side, because they don't create a lot of chances, with or without Messi. There are similarities in how both AM and Argentina handle a neutral scoreline. They play the result, and rarely risk if they don't have to. When you play like that, the fine margins can go against you, and they did, both in the case of Argentina (this year's Copa), and in the case of Atletico (CL final with Madrid).