A lot of effort in sports and business is wasted by correcting from incorrect predictions. What Messi is good at is predicting where and when to be to maximize the probability of a successful outcome.
Watching him play is a curiosity as well, unlike a lot of other players who make their decision to pass or continue after their first move, Messi almost always continues to the second move when he has the ball.
He probably turns it over at a higher rate than most, but his touches typically occur in those previously mentioned high probability positions on the field, meaning that when he's not turning it over, he's putting shots on goal.
Since the cost of a turnover really isn't that high given the rate of change of possession in the game, he seems to be acting optimally.
Edit and addendum:
The guy who's always out fundraising might look like he's doing a lot of work, but it's very likely that the guy who only does the roadshow when the P_success is high will outperform the jackrabbit.