Ronnie's resume wasn't long enough due to injuries for that, but I'm more talking about proving yourself in different contexts. He scored 2 WC goals in his a final, won 2 World Cups and UEFA Cup (back when it meant something).
Ronnie was excellent in club and country. Messi has never been excellent for Argentina. At best he was "good".
Messi has been excellent for Argentina on numerous occasions, just none of them has been in a final. The media love to use his less significant stats with Argentina (compare to his Barca stats) to make such conclusions that he's not better than this or that player. He doesnt make stats by just scoring tap ins and penalties, but his impact on his team's goals is huge.
Argentina as a whole nation was an underachiever. They've been like that for 28 years. We can't use this case against Messi. They have lost 7 finals since that Copa America win in 1993, and got knocked out pretty early when entering competitions as a favorite. Look at the list of all their star players in 90s and 2000s. All of those players were the stars of their clubs and had a much better club career than they did with Argentina. Almost all of them couldn't make the same impact for Argentina, and failed to reach even the semi final of WCs ; A spell which was broken by the 2014 team.
If Argentina had a better finisher than Higuain we didnt need to wait till now to win a title. He has missed 3 clear chances in 3 consecutive finals. You cant really be this wasteful in a final. Messi was not at his best in the finals either, but it's not his fault that his CF can't finish. He missed a chance in the WC final as well, but his chance wasnt as easy to score as the ones Higuain and Palacio missed.