That's the game of football. Many sports commentators consider Paris Saint-Germain, with its squad featuring Messi and Neymar, to be among the most serious contenders for the Champions League title. And let's not forget that Mbappé was also on that team. While such a strong Paris Saint-Germain couldn't win the Champions League title, the first year Mbappé left the team, when everyone expected a decline in performance, Paris Saint-Germain won the Champions League. That's why I love the UCL. It's truly difficult to predict.
When Mbappé arrived at Real Madrid, the squad was one of the best in the world. There was Bellingham, Vinicius, Mbappé, Rodrygo, Valverde and many more, but Real Madrid failed to win the Champions League. So, I agree with you - sometimes it's not about the depth of the squad, but also how the players respond and how hard everyone works.
Team performance depends heavily on strategy and squad depth - but a team's success in winning a title also depends on many other factors. A strong mentality and strong teamwork will make a team stronger - overloading star players will only complicate things and make things unbalanced. Real Madrid have a lot of star players - but their performance didn't reflect that last season.
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Remember PSG when they tried to buy all the best players just to win the Champions League, they had Messi, Neymar and all the best players in defense and midfield, but it didn't give them anything. So just gathering all the stars in one team is not the best solution, because there must be a coach who can manage all these players, which is not easy. Enrique, by the way, saw that it was difficult for him with Mbappe and in the end he was not against him leaving the club and it worked for PSG. Real Madrid now has many great players, but how Alonso will be able to manage them is not clear yet.