Messi or Ronaldo?

More xG simply means more shots taken. I think you are confusing the definition of what an xG actually means. Each shot taken by a footballer has an xG.
A player simply can't create a goalscoring chance for himself. Rather an xG is just the sum of the product of each shot taken, multiplied by the percentage chance of converting that shot into a goal.
For example, a penalty has an xG of 0.74. This means that 74% of times a penalty goes into back of the net.
Thus if a player is scoring from a penalty, he will have a +0.24(g-xG)
Now let's say a shot is taken from outside the box(30 yards), that has an xG of hardly 0.3 .
So a person can keep shooting from that range and keep on accumulating xGs, but does that mean they are creating a goalscoring chance for themselves? No, they are simply wasting possession.

Goals-xG is a much better stat as it shows how efficient you are with your shot taking ability.

This doesn't mean you are creating chances for yourself, it simply means you are taking more number of shots per game. Which is true. Ronaldo has taken much more shots compared to messi.
Thus, as each shot holds a certain xG, Ronaldo has a higher xG in total.
But messi has a better goals-xG.
What this means is that messi is a more efficient finisher, who doesn't need to take unnecessary shots to score goals.
Please recheck the definition.
Good day.

Yes Aditya, they are creating goalscoring chances for themselves by being in the correct position once they receive the ball - why is it hard to understand?

xG is not "simply how many shots have been taken", it is the quality the chance is determined by the position of the shot.

xG accumulated is good - Ronaldo creates more quality chances from his superior positioning, hence he has a better chance of scoring goals
xG efficiency is also good - Messi can score goals from low quality chances, hence he is a better finisher.

I even said Messi was a better finisher in my last post hence his better xG efficiency, please pay attention Aditya.