That's like saying water is wet when you touch it, but not wet if you don't touch it, either Leo comes deeper to midfield, or he doesn't, he's limited by space and time.
Your own heatmaps, with Ronaldo position corrected as if it was a RW player, and centered at the thing you're ignoring.
Now, some people joke at the idea of Messi being god, but afaik he's a human, and still bound by the laws of physics, space and time, if he shows up more at midfield spaces than Ronaldo, he needs to spend time at the spot of the pitch, therefore he does indeed play deeper, you can't scapegoat your way out of that, no matter how many turns you want to make us take.
Those graphs are a poor stat representation, since they don't show any scale, display heat pressence in only three color gradients, yellow, orange, and red, and probably only take into account touches, not their actual position through the game.
We don't know if red is just a high % of their actions on at that spot, if it's compared to the league mean, team mean, or just a set amount of raw variables you can achieve to be shown as active red.
But as always, it's easier, anyone that watches both teams on a regular basis already knows where Messi and Ronaldo play, that Messi usually has from 2 to 4 or even 5 teammates ahead of him and Ronaldo from 0 to 3, because even heatmaps are relative as to how higher up a player is playing relatively to his teammates and the zone of the pitch his team usually controls.