Why was Messi not on the UEFA shortlist for best player?

Because winning the Champions League is like having a moltiplicator. In fact if you notice, almost always, the player that wins Uefa Player of the Year have won Champions League that year.

I make a table with the winner, the year and the team who won the Champions League and you will see what I mean:

• Modric 2018 (Real Madrid)
• Ronaldo 2017 (Real Madrid)
• Ronaldo 2016 (Real Madrid)
• Messi 2015 (Barcelona)
• Ronaldo 2014 (Real Madrid)
• Ribery 2013 (Bayern Munchen)
• Iniesta 2012 (Chelsea)
• Messi 2011 (Barcelona)

You can notice that the only exception is 2012 when Iniesta won the award, but Chealsea won the cup.

This year there is no exception, in fact the first 3 players are Modric and Ronaldo, that won 2018 Champions League and Momo Salah that made an astonishing season with Liverpool and played Champions League final.