As a European (a Brit) I haven't personally heard of either of those two people. Whereas I do know Messi, and I assume by comparing to him they mean "someone with rare skill for doing what they do better than anyone else (probably while making it look easier than it is)".
Anecdote of 1 of course... but I'd also guess that I'm not an outlier, and Messi is much better known than your two suggestions in pretty much any country.
Consider my comment in the context of the one that I replied to: I named big-wall climbers because their sport is similarly extreme and unusual in the broader population, unlike soccer/football which is neither.
As for the climbers, Honnold achieved some normie fame as the subject of an Oscar-winning documentary[1]. Steck was also among the best climbers ever, but his speed records centered on the Alps (hence my joking aside about the Euro audience).