It depends on what you call a championship? If it is the highest and most important championship in that sport than no. The 3 soccer players on the list Messi, Ronaldo, and Neymar have never won the highest championship in their sport in that they never held the World Cup trophy.
I assume this includes endorsements also.
Not sure the World Cup is seen as the highest accolade in football (**) any more. European football has moved to be a financial powerhouse at club level since I was a little boy growing up in the 1970s in the UK and the Champions League is seen as the gold standard now, not the World Cup. The likes of Ronaldo has won the Champions League with different clubs and indeed, the league title in 3 of the top leagues in Europe. It's difficult because of place of birth to win the World Cup if you come from a small country when you are up against countries with a talent pool 10 times the size.
** Can I call it football please? I Never quite get why the game of football (that you use your foot to play) is called soccer by Americans but the game played by NFL teams is called football when virtually no player uses their actual foot in the game? Do you ever think that strange or is it just me here in the UK?