Exactly. There are certain aspects that are very difficult to improve, and they are often mental aspects. Martial has been a fantastic finisher ever since he got here, where as Sterling clearly has a mental block in certain goal scoring situations.
This is the same for the way a player moves. Movement is very difficult to teach to players already out of youth football and it often takes several years for off the ball movement to 'click' for a player. However, some players have great off the ball movement at a young age.
There's a reason players go for big money; because they have advantages that can't be taught that make them special. Martial's close dribbling and finishing is clearly a talent that he just has and no-one taught him how to do that, he just learnt it by himself. That level of control and mental coolness can't be taught.
Completely irrelevant to the conversation. Apparently Guardiola might turn Martial into Sterling which is frankly ludicrous. Sterling is the same type of player, but simply better at it than before. You can't just change the way a player views the game with a click of the finger.