I can’t remember all of them but there were a handful of drivers (Alonso, Max) that said they could win if their car was as fast as Mercedes. It’s normal for drivers to think they are the best and their talents are not the reason for the performence.
When Perez was teamates with Stroll and Ocon he had similar performances to them. He wasn’t a standout talent, think about how Russell performed against teammates at Williams, Sergio didn’t have that.