There's no shame in Baines not making it into the national side, as he was competing with the best left back in the world in Ashley Cole.
Ancelotti had identified that Athletico started to tire down the right, and felt putting a fresh legged Marcelo on could exploit that. That's not to say he didn't have a great game when he come on, but I feel it could have been different had he started. Why didn't he start anyway?
As for Europe XI, based on my research, he's only been in the Europe XI once, so i'm not sure where you get 'multiple' from. Cole, on the other hand, has been in it twice.
http://en.wikipedia.org/wiki/UEFA_Team_of_the_Year
I don't disagree that he has the offensive attributes of a top winger, but doesn't Baines? He has a great cross, he can dribble, he can shoot, etc. What makes Marcelo so different, except for his name and nationality, or is it his hair?
Creating chances does mean shit. Anyone can cross a ball into the box. It's the accuracy to find a man that makes it a created chance. As for English teams just crossing the ball, Everton are managed by a Spanish manager, and I can assure you that they don't just cross the ball, therefore, I don't quite get your point.