I don't agree that you need to have won a World Cup to be considered one of the all time greats.
However this has mainly come up with Messi in the context of comparing him to Maradona. People were saying does Messi have to win the WC to be ranked up with Maradona. Well even if Argentina had won yesterday, Messi would not be regarded as good as Maradona. I think some of the Messi fans need to accept this fact: he is not as good as Maradona was. It doesn't mean he's undeserving of all his Ballon D'Or awards and rating as the best player of his generation.
If you want to see how good Maradona was, youtube some of the games from the 1986 world cup: the full games (admittedly most won't have English commentary), not just highlights reels. You can't compare players on youtube by their highlight reels as everybody looks good there. If you look at full game footage you see how Maradona participated in a game: he was in a different league to how Messi was in this WC. Messi was a threat and showed moments of danger and scored some fine goals but look how Maradona would be involved from all over the field, not just his dribbling but his vision and passing. Whenever Maradona got the ball there was danger on, he created things from deep that made Argentina more dangerous, when they needed it he would pick the ball up and run, beat one, two men, draw a third and then with minimal backlift flick a ball perfectly through for someone to run on to. The reason everybody goes on about Maradona is because he was amazing. I think a lot of the younger generation just know Maradona as a 'name' like Pele, Cryuff, so think well the game must have got better today and Messi's the best today thus he's better.
This isn't being negative on Messi I'm just saying watch Maradona properly: he was on a different plane to Messi and Ronaldo, the reason why the older generation won't accept that Messi is as good as Maradona is because Maradona was that good.