Germany, Italy & Brazil are the 3 sides who seem to win regularly. Who very much believe they will be doing so. And even they capitulate spectacularly at times.
It's easy to be unaware of, or forget, that Spain & France for many years repeatedly failed despite growing expectations. They were not always in the Argentina division. And that Holland or The Netherlands, were & still remain, the nation described as the best footballing nation never to win a World Cup.
When England win, it stirs memories & thoughts of 1966, of 1-5 in Germany, of 4-1 vs Holland at Wembley. Of 1-0, finally, vs Argentina in 2002. All when it mattered. The Dutch 1 giving Scotland every chance.
When England lose, it's all the defeats. And more, it'll never work than anything coming home.
I don't think England will win this next World Cup. I think this batch of players & manager have peaked. And have done beyond all reasonable expectations. But the nation very much could win, at some stage, with their Zidane, or Xavi, Iniesta, Villa, etc generation.
Any side that ever wins a World Cup, it is all about a great many things being in alignment.