No, I agree - too much ego in those two, wouldn't have worked and we probably wouldn't have either band but we'd have 2 thrash classic albums and then they'd disband and/or hurt eachother. Much better this way for everyone involved, and us as fans. Mustaine got binned cuz he's a violent drunk, and the rest were party drunks, and at the time the band was 'nicknamed' Alcohollica anyway.
As far as how great a musician they both are, Dave had to teach James how to play guitar better when they started out, we can leave it at that. "Riff life" and all that now, but Mustaine with all his problems and arthritis is still technically a better guitar player.
Also, James then started out as a guitarist only too, post Mustaine, as the original idea was to look for a vocalist and James himself really liked John Bush and invited him to play with Metallica, but John said no as Armored Saint, his band at the time, were just picking up speed, about to be signed, etc.
The alternative history for both bands is insane if you dive deeper really.
Also one of the best Megadeth songs (in my opinion obviously, "In my darkest hour"), was written due to Cliff's passing, as him and Mustaine were very good friends. Mustaine composed most of the music as soon as he got the tragic news of Cliff's passing, but he sat on it for a bit, so the lyrics are about some breakup, in classic Mustaine fashion