Let's see: on the one hand you have a group of players who are together all season long, many of them for season after season with the same manager, learning each other's playing styles and in matches together every week for much of the year. On the other hand you get a disparate group of players for many different teams, used to different playing strategies, pulled together for brief periods, will little time to practice and even fewer opportunities to play matches. No great surprise that they don't play that well together - it is a team game, after all.
The psychology is wrong too. They already have the life that most can only dream of, with national fame and vast salaries. That's entirely based on their club performances, nothing to do with playing for England. Why should they care about the World Cup? If I were a successful professional footballer, I think I'd find the World Cup a rather irrelevant nuisance.