The question is badly posed, leading to a heap of nonsensical answers in the thread.
A better question would be: How can we explain that Zlatan never won the Champions league, while he won 13 league titles and 32 trophees (incl Europa Cup, club world cup and several domestic trophies) for five different clubs, four of them in the three biggest leagues in the world at the time?
Not many CL winners have this roster of league wins, the bread and butter as Sit Alex said it. Explanations like ‘ego being detrimental to the team’ or ‘overhyped’ falls down as an explanation there, as very few CL-winning players can point to his output in terms of league wins. If lack of team success is a proff that he’s overhyped, so is every player with less than 12 league titles.
You could speculate that he was better at consistently exploiting superiority than at lifting a team against better opposition, which you could also say about Pep Guardiola as a coach, vs for instance Zindedine Zizane. It’s all a bit tenues if you ask me, as there are so many factors and coincidences determining which teams win a cup like CL, and the most systematic clear tendency fir a player is that it helps a lot being in the Real Madrid squad.