Winning the world cup would have been a dream come through but Portugal lacks these team's cooperation. Cristiano Ronaldo have played football to his very taste and won major titles during his time in Manchester United, Real Madrid and Juventus
He is only a player, one of 11 selected players in a squad and one of 23 players for a national team in a tournament so he can not do everything for other players. In fact he must support other players and have good support from his team mates too. Together they won Euro 2014 but failed in some World Cups that is not too terrible. I agree with you, winning World Cup or Euro requires many things like you must be a good player, have a good form during the tournament, you are in a strong squad and surely you need luckiness too.
signing for Al Nassr was never a mistake in the first place because he lifted major trophies in Saudi Pro League. He's the man that's incharge, he don't like taking orders specifically when a manager is an average coach that's yet to lift significant trophies, the exact same thing happen in Old Trafford when mediocre coach like Erik Ten Hag was keen on using Ronaldo in unappreciated form, what did Ronaldo do? He walked away from him to portrayed the basic status of Ronaldo.
Cristiano Ronaldo is smart and he believed he can play at highest level before World Cup 2022. Having some bad months in Manchester United did not make him feel bad about his body and performance but the World Cup helped him to realize that ageing has bigger impacts on his body. Then his choice to move to Saudi Professional League is smart as firstly he will receive a lot of money from Al Nassr and second he will be able to hide impacts of ageing on his performances at a lower quality league.
Even in Saudi Professional League, I see Cristiano missed many great opportunities that are proofs of ageing impacts. He is no longer Cristiano like three or four seasons ago but I am still happy to see he is playing and scoring goals. He is one of biggest legendary players in history and it's privileges for anyone who lives during his playing time.