The "Great One" failed as a coach...

Wayne Gretsky, arguably the greatest hockey player ever, did not do so well as a coach and didn't come close to winning a Stanley Cup coaching.  His tenure reminds me of Ted Williams, a great baseball player who bombed as a manager in the big leagues.  That's probably why you don't see Joe Montana, Michael Jordan, Reggie Jackson, and other great ones coaching in a professional capacity in their respective sport.