Baseball in particular is in a different spot than the others, but I don't think there are any teams in, say, the NHL that categorically couldn't win under the current draft/hard salary cap model. Winnipeg is commonly cited along with Columbus as one of the locations playing GM in hard mode, and right now they are off to the best start of any team in NHL history.
Clubs like you're describing are generally storied community institutions with 100+ years of history and associated diehard fans who don't care if the club never wins anything because their great-granddaddy was a supporter of the club from birth. You can't create stuff like that out of nothing.
Also, they're often supported by leagues (or league systems) having lucrative media deals that the CPL conspicuously lacks.
The CPL (and the North American pro game in general) for me is at its worst when it's most obviously trying to be a slavish copy of how things are in Europe (looking at you, Real Salt Lake) and acting like it has a long history that it actually doesn't.