As was mentioned, we have had diverse draft picks but have had bad luck with either 1. them leaving for Europe or 2. them not ending up suitable for NA style play but end up tearing it up elsewhere (Thoresen comes to mind, as well as Omark). Even for 1st round draft picks since 2000, 9 have been non NA born players...only Hemsky, Klefbom and Draisaitl have made significant contributions to the team. And Klefbom could be argued. JP and Broberg still technically TBD. Not drafted by us, but so has Larsson. However, when in the entirety of the century so far, you draft at almost a 60/40 split NA vs World and only get significant returns on 30% of those 40%, while getting significant returns on arguably 9 (Those being Dubnyk, Cogliano, Petry, Gagner, Eberle, Hall, Nuge, Nurse and McD - others still TBD) of the NA ones, and any smart team retains players that contribute....you end up with a team led by NA players.
I think any team needs diversity to win the cup....but more important, they need the right pieces. Wherever they are from. When I look at the draft choices, some make me cringe (Mnichov, Niinimaki), and literally contributed nothing...others such as Magnus Paajarvi or the infamous Yak Attack just didn't find their way, although they were good enough for the league (when not their role).
I suspect this comes from watching the finals and seeing names like Kucerov, Raantanen, Lehkonen, Vasilevsky, etc...but while i think there are many very good scandinavian players and they are usually reliable, russian players are usually wildcards, no matter what their talent level...players like Kucherov and Raantanen are very lucky finds.