I'd argue that the Mavs inability to land a free agent actually makes my point. They haven't landed that free agent, and in large part because of that, they haven't gotten out of the first round of the playoffs since their championship in 2011.
The difference between the Mavs and the Jazz is that one of them has a realistic shot at getting that free agent. Sure, we've been jilted, passed over, weighed in the balance and found wanting, but in the case of nearly every major free agent over the last 8+ years, the Mavs have been in the running. CP3 + Dwight Howard coming to the Mavs was nearly a done deal 6 years ago. Four years ago, DWill ultimately chose more money, but ultimately ULTIMATELY ended up in Dallas anyways. DeAndre Jordan WAS a done deal last year.
Would any of those have made Dallas a contender? Maybe, maybe not. There are always 2-3 really good teams in the NBA that don't win a championship, which is likely where Dallas would have ended up. But at least they're in the running. To use a CFB analogy, I'd rather land the 5* recruit, but barring that, I'd rather have my hat on the table than not. Utah never has their hat on the table.