I don't think he would have been as dominant in the Premier League as most people think he would. People assume just because of his performances in the Champions League against English clubs that he would come in and do his business. But, doing it week in week out is completely different to having a game against a Prem side on the odd couple occasions. I think if he came against a tough side that get stuck in, he'd struggle in those type of games and in the English game there are plenty of those.
Ronaldo did challenge himself by going to teams and leagues where he managed to keep up the competitiveness. Messi could have challenged himself more as he had the ability but as you mentioned he took the easier route. As much as he has lit up the MLS, it doesn't scream greatness given the league he's performing in. Not to discredit the MLS because they've come a long way and it has become more and more competitive but when you've got a team like Busquets, Alba, Suarez and Messi you'd expect Inter Miami to blow that league apart.
There's no disputing Messi's greatness but this has certainly helped Messi on his way to greatness by being surrounded by great players who made him look world class.
Ronaldo has also been a detriment to his National team. Especially in the last 2 tournaments. Portugal without Ronaldo are a better team than Portugal with Ronaldo in their team. Most of this comes down to his ego. At times it often feels like players must go through him and not be able to do their own thing.
As great as Messi and Ronaldo are, I'd place Diego Maradona above both of them in terms of greatest ever.