BL players we didn't get:
Kompany (yes, he once was a BL player), Van der Vaart, Diego, Özil, Sahin, Adler, Kagawa, Subotic, Pisczeck, Vidal, Reus, ter Stegen, Gündogan, Carvajal, De Bruyne, Xhaka, Sane, Draxler, Höwedes, Firmino, Mkhitaryan, Naldo, Castro, L. and S. Bender, Aubameyang, Dembele, Raffael, Stindl, Tah, Toprak, Ginter, Dahoud, Weigl, Matip, Volland, Werner, Keita, Forsberg, Kruse, Klostermann, Sokratis, Hector, Khedira, Schürrle, Rebic, Jovic, Haller, Bailey, Havertz, Diallo, Kehrer, Meyer, Demirbay, Schürrle, Brandt, Kampl, Konate and so on.
We will also not get either Haaland or Sancho, that much should be obvious.
Some might say a lot of those players don't have Bayern quality and while that might be true who knows how some of them would have developed if they had played for Bayern (some of the Bayern transfers people like to cite were also players where you could have had those doubts, someone like Weigl was for a time more hyped than Goretzka, see how that turned out).
That is still an immense list of BL players we "missed" throughout the years and I certainly forgot more.
Imagine how Bayern would look like if we had signed Adler instead of Neuer, Diego/VdV instead of Ribery and/or Robben (which was an actual discussion at the time, the other big alternative to Ribery was Quaresma...), Özil instead of trusting Müller, Brandt instead of Gnabry, Weigl/Dahoud instead of Goretzka/Kimmich, Coentrao instead of Alaba (we decided to go just for Rafinha and that opened the door for a young Alaba as FB) and so on.
Lewandowski might have been the one true "obvious" pick but back then the same seemed true for Götze and he flopped (that's a case where De Bruyne instead of Götze would have been the better choice).
People focus a lot on the players we bought but forget which we didn't buy or what decissions had to be made at the time including the financial side of things.
It's not too hard to imagine a squad which could have cost the same but would be a lot worse than what we did get over the last ~10 years. In average we simply made mostly good or at least decent transfers and also developed a lot of players to a level noone really expected.