Ronaldo - injury
Kaka - injury
Ronaldinho - lost motivation, hunger (literally & figuratively) & desire
Rivaldo - shouldn't be on the list
Anderson - just never developed or kicked on. Never had the mentality & desire to become a top footballer. Discipline.
Pato - maybe a bit overhyped to begin with and never kicked on? Don't know too much about his work ethic etc.
Robinho - still had/having a decent career, but never maintained those performance levels at the elite clubs. Though I also think he was a tad overhyped. Maybe he too, doesn't belong on this list.
Adriano - monster of a striker whose fall was probably worst of all. Ive heard mentally he was a bit fragile, & also some personal tragedy but don't know much about it.
In all, I don't think it's a Brazilian thing only, I think you'll find a few Argentinians who you could make the same list for etc - those nations are generally obsessed with hyping the next Pele/Maradona.
But I can imagine how difficult it must be to leave poverty in their home country (generalizing a bit here as I know Kaka was from a middle class family), find immense wealth, women etc overseas, & sort of have that discipline to stay focussed, motivated & grounded especially with the wrong advisers/influences around. I think there's too many variables in the end to pinpoint this to 1 region only. Brazil just happens to have a larger number of high profile imports to European football, compared to most other nations.