Nobody is bigger than the team.
Everybody needs to be coached & everybody needs to buy into the team's strategy/coaching/philosophy.

Kovalchuk in Atlanta... Green/Semin/Ovechkin in Washington... and Karlsson had a great year - but that doesn't mean that a run-n-gun Karlsson can lead Ottawa to the promised land.

Look no further than Steve Yzerman.
From wiki:
When Scotty Bowman took over as coach in 1993, Yzerman initially chafed under Bowman's stern coaching style. Bowman, for his part, felt that Yzerman was not concentrating enough on defense; Bowman had long expected his forwards to be good back-checkers as well. Relations between the two became so strained that at one point, the Red Wings seriously considered trading him to the then-moribund Ottawa Senators. However, Yzerman gradually became a better defender, and is now considered one of the best two-way forwards in the history of the game.

Look around the league this year - Nashville, Phoenix, the Rangers, LA, NJ... these teams are all pretty much playing very cohesive system without somebody out running around and "doing their own thing". Even Kovalchuk has pulled himself back and more into the NJ system.

Montreal is going nowhere if they just let PK "play his game".
He has to play the Montreal game... whatever the coach tells him to do.
The coach has to find that middle-ground between player & team to form a system.

But just letting "your big guns play their game" is a pretty foolish statement when considering the overall success of team building.