Nope. I would say the best "big moment" player in history, but some may say Mario... think we can all at least agree he was top five in the world? There's no way on earth you don't put him in the shootout. That team was full of great players and it's hard to deny Lindros' deserving to be there. If you had five players of his caliber in the shootout, then maybe I'm okay with it. Who went? Ray Bourque. King of the breakaway? Not exactly.
That team exposed the fraud that Marc Crawford was (and we all got a reminder a decade or so later.) If you wanted to get a defenceman in there - send Macinnis first to fire one and either score or at least shake up Hasek a bit. But really, there was no need for it. You had the greatest player of all time sitting watching. Forget who was responsible for picking the team, but Messier instead of Zamuner (on the team) would've made some sense too and I can tell you even though Mess wasn't an end to end guy, but he too would've scored when it mattered.
Gretzky wasn't always the best on breakaways, but he was the best in high pressure situations. And if we missed? Well, then you let the greatest player of all time go, no one is going to have a problem with losing that way. Crawford and Murray were absolute morons with this team. According to Gretzky at some point, AM said to 99 something about him being in the shootout at some point (this is before the medal games) and 99 said something like well there's a lot of talented guys here, don't know if I'd get a chance. 99 thinks nothing of the convo and goes about his day, AM runs to Crawford and tells him 99 doesn't want to be in the shootout. So that shows AM being an idiot for sure, but how about ol' coach in a must-win game at least makes his way to the guy literally called "The Great One" in the Olympics, which he always said was his one big dream left and say, wanna shoot?
Sorry, as you can see, some of us Canadians are still not over that one.
Finally, you said he was bad in shootouts - don't know that he was ever in one? Am I forgetting something? He wasn't great on breakaways, but he had his share of goals on them. It's the one category Mario has it over Wayne imo, but he wasn't as bad as you're remembering imo.
