To add, it's not Ronaldo's fault for Al Nassr's failure; the culprit is the management, who didn't hire a coach who had achieved great success in different leagues, including the Saudi Arabian league. You can't expect a team to win titles just because they have the best player in the world. PSG is showing this in practice; even without Messi, Neymar, or Mbappe, they're performing much better compared to when they had these three good players.
So, Al Nassr's management needs to see PSG's case as a great concrete example that the most important thing in a team is the coach. If they hire an inexperienced coach or one who has only achieved success in one league, they won't be able to handle Al Nassr well and, as a consequence, they won't be able to achieve anything great.
Yes, the role of a coach or manager is crucial in a club. With a qualified coach, even an average squad can transform into an extraordinary one. In this regard, Al Nassr has actually changed coaches several times. The current coach is actually quite good, Jorge Jesus, who has proven successful at Al Hilal. Pioli, meanwhile, has had to return to Italy and is reportedly set to become the coach of Fiorentina.
However, a long-standing problem with this team since the beginning is the back line and defensive midfield, which I believe are still underperforming. There are still too many gaps for opponents to exploit. Therefore, even though Al Nassr is very prolific in scoring goals, it is wasted because the team also concedes quite a lot. Therefore, the current coach must really be able to close these gaps and encourage Al Nassr to bring in quality defenders.