The reason I say Ronaldo is free to do as he pleases is because he doesn't have to be near the ball to roam - we can be attacking down the left side and you'll see Ronaldo standing in a centre-forward's spot for the duration of the play. In fact, Ronnie can start a run from deep in the middle of the pitch and run straight into the penalty area to get on the end of a play... no-one else who is a 'winger' does that in the game.
Because we don't have a proper out-and-out striker up top, Ronaldo has even more freedom to go where he wants as you'll often see Berbatov or Rooney dropping deep, well, certainly behind Ronaldo for the whole of play. No other club has a front line that would legislate for that and an Eto'o, Ruud or Raul are not going to be happy with someone encroaching on their space like that, whislt our lot are used to it and have grown together with this style of play.
We've completely catered for Ronaldo's game and let him do pretty much what he wants on and off the ball when we attack. Once the attack is over you see him drop back to his nominal position of 'winger' again.
I doubt Real Madrid with all the huge egos they have there would give him the same freedom.