Regardless of whether or not Davis demands shots, he needs them. If he's not the focal point of the offense, that's a huge waste of his talent. Sure, AD can spot up for open jumpers and anchor a defense, but why turn one of the most efficient high-volume scorers in the league into Serge Ibaka?
Regardless of what Wall does with the ball, he dominates it. He runs pick-and-rolls and uses his blazing speed to get into the paint and create opportunities, both for himself and his teammates. That doesn't mesh with Cousins' game at all. One of the reasons the Kings let Thomas go and replaced him with Collison was that Collison is much more comfortable and better suited to playing off the ball, dumping it into Cousins, and catching and shooting off the double-teams drawn by Cousins. Wall could do that, but that's the waste of the skills that make him a top PG.
Making Cousins the offensive focus of this team is a waste of most of AD's and Wall's skills. Maybe you go that direction if Cousins were prime Shaq, but he ain't. On the other hand, an offense built around the Wall-AD two-man game would be more optimal, but no one--including Calipari--is selling Boogie on being a third option at this point in his career.
Winning a championship requires a lot more than just talent. The 2011 Heat had more talent than this Kentucky team (LeBron, Wade, and Bosh in their primes vs. a bunch of kids who haven't entered their primes), but they didn't win a title, let alone "destroy everyone in the league." That Miami trio eventually won titles because they were all really good defensively, and offensively they had a clear-cut #3 guy who was willing to take a backseat at that point in his career.
Right now that UK trio isn't any better than Cleveland's Big 3. The UK supporting cast is a bit better, but the point is that you can't simply through a bunch of talented yet incongruous pieces together and expect them to dominate. Cleveland has one veteran with a sense of perspective and two young alpha dogs trying to prove themselves as individual stars (not to mention Waiters, who probably thinks he's the best player on the team); that UK team consists of a bunch of guys who fit into the latter category. The UK stars haven't had enough years of coming up short and enough years of max money to make huge individual sacrifices.
That UK team could win an NBA championship in three or four years, but not right now.