They decided not to release (or to under release) a lot of singles in the US and then wondered why his star in the US was dimming. Sure, some of it was everything else and the cirucs that enveloped him. But some of it is just not releasing songs as singles, releasing them late, not releasing them on disc, the list goes on.
While I think Dangerous is a stronger album as a whole I'd argue HIStory had stronger singles and more chart potential. Stranger in Moscow should have been a top 10 song in the US and most of the world. TDCAU should have done better regardless of controversy. But I think when singles are released late theres a conception that the song is an afterthought so it tars the song before the public even hears it. There's an element of hype to marketing and its hardly hyping a song releasing it late and not really doing much with it
Overall.. seems like the later half of Michael's career was full of that. I have no doubt there would have been a handful more number 1s if not for these issues. But the relative success of Scream and YRNA in the US suggests to me, despite everything, if he made a great song, generally the US was still willing to turn up for him, provided there wasn't a litany of other problems with the release.
As for the messiah complex, after the run Michael had I think he earnt the right to play into that somewhat. Off the Wall, Thriller, BAD, Dangerous, these were all groundbreaking albums, followed by groundbreaking tours. After the scandal I think he took to this behaviour almost to remind the world who and what he was. I think HIStory landed well with a lot of the anger and socially conscious sentiment but anyone doing a Jesus impression will soon feel someone's wrath. Either way I count HIStory among his finer moments.