I see what you mean. I guess the closest we might have come to that was 1987-88 (if Gretzky had been healthy, but then he might have won by 15-18 points) or maybe 1990-91, if Lemieux had been healthy.
A footnote to those peak years is 1996-97, Gretzky's first with New York. There was a point that season, around mid-December if I recall, when Gretzky was leading the NHL in scoring. Obviously, Lemieux heated up (around then, I think), and in the end pipped Wayne by 25 points and won his final scoring title. But I guess the middle of that season was the last time, ever, that the two of them were in the running together.