I agree with you. I'm a huge Messi fan and I enjoy him more than Ronaldo.
However, it is a fair criticism that he hasn't "done it" in the best league in the world (of late, that is definitely the Premier League) or Serie A. Ronaldo has conquered more leagues and obviously has more honours at international level too.
But ask me who I'd pay £50 to see play and it'd be Messi everytime. Been lucky enough to see him score a hatrick at Camp Nou in fact.