Its almost comical to see transfer fees discussed here, or in the other thread I read how Davies would fix the pro lens of team x.
You're missing the point here. Completely. This team plays in that way because they formed a team where those not willing to follow the game plan, not willing to do the extra mile for the team and for the guy next to him, got weeded out, and the senior players like Müller, Lewa, Alaba or Neuer lead by example so no slacking occurs.
This is a process that takes years and is difficult to keep to, given the laws of this business. This is Bayern's achievement.
If theoretically Messi would join this team, he would improve its skill level because he's the greatest currently active player, but to *improve* the team, he would have to adapt to that sort of team spirit.