I agree to the fact that the team's performance does not depend upon one player.

As for Pele and Zidane, I don't think their presence had much effect on the players' skills, but only on their mentality like Steve already pointed out. The Belgian team of Anderlecht had a Swedish player for a while (Per Zetterberg). You could see the difference when he was on or off the field because he brought ease in the team when needed.

The important factor to keep in mind (in my opinion) is the level of the players. Good players with lots of experience (like all of you guys) will have the mentality to help out.
Players with a lower level have the tendency to step back and let 'the star' play. They feel they don't want to ruin his game or feel confident when he has the puck. You surely must have experienced it all when playing with beginners.
In such teams, the star might have a negative impact on the team results. Especially if he or she can't change the mindset of the players.