Ronnie O'Sullivan I thought of, but there's a few issues. First is that snooker isn't widely enough played in my opinion, else you could claim Phil Taylor as well. Second is that Ronnie has won 6 WCs, but has been beaten plenty and is still behind Hendry in WCs. When he's on his game he 100% falls into the category of "no-one can beat him", but unfortunately he hasn't ever had that make up. If he could have coupled his talent with even a normal player's mental approach he'd have double digit world championships.
As good as Mo Farah was, he has never set a world record and has won 'only' 4 Olympic golds. Exception yes, but the greatest ever? I don't think so.