It's all about culture. You can say Keane, Neville, Vidic and the like were great leaders, but they joined a club full of leadership and became great leaders within that environment.
The culture at United is rotten and has been for an age. It's very difficult for an individual to come into that environment and instigate change - it's next to impossible for a young player to break though and do it. A guy like Casemiro, De Ligt or Maguire could've come into the club in the 90's or early 2000's and added to the leadership group, but in a club without accountability and discipline, it is far more likely that they will come in as individuals and migrate towards the group than it is they will be a magical catalyst for change.
It's the reason many of us have felt the club needed a dramatic reset and cull for many years now. People kept saying it's unrealistic to change the majority of a squad, but we've been half arsing it for more than a decade and despite huge changes in personnel, the same issues linger on. Roy Keane would've come into this side and either been kicked out of the club within a year for not getting on with anyone, or he'd have become half the player he was without the impact great leaders had on his development. We tend to think of the lack of leadership in terms of its impact on results, but a graver impact is the development cost of talent and careers that could've been.
I firmly believe for example, that a Marcus Rashford born into the class of 92, with the exact same talent and personality, would've been a world class footballer at 27. Instead we had a 23 year old who told his captain to "shut the feck up you knobhead" in front of cameras when he was being asked to track back, was never dropped or disciplined for it, and now we have this version.
I don't fully buy into the "modern football is different" argument either. It's different at United because that's the culture we have allowed to fester. Real Madrid didn't lack for leadership over the past decade, nor did Bayern Munich. Liverpool have achieved more than the sum of their parts by signing good characters, without anything like the financial resources we've wasted. It's more challenging to develop leaders and a leadership environment nowadays - 18 year olds being on 100k a week certainly doesn't help, but it isn't impossible and it certainly doesn't have to be as bad as we have it.