To be fair, Houston has given him a lot of opportunity to win as well, getting Dwight Howard, Chris Paul (which is the closest they get) and then Westbrook.
Another reason as well is that they are competing against a prime Golden State Warriors, led by Curry and then later with Durant. So it's hard to go against a dynasty that time. Similar to the 90's when Jordan and the Bulls are dominating, a lot of good teams in the East, New York Knicks, Pacers and no matter how the management built their teams, it's hard to beat the Bulls.
But all those opportunities end up short.
Dwight in his comedian year then CP3 getting injured in WCF.
I bet they can win it if only CP3 was healthy on that moment.
Harden is like Steve Nash now on his prime (although he's really old that time) in Phoenix Suns.
Average mostly with double figures of assists and points.
He's just better since he can also gain rebounds.