I do the same thing. I think maybe the league stats is simply a better/more accurate indicator. I think in Cup and CL teams are mismatched more often than not, at least on my level. You either win big or you lose and you're out. Therefore
the stats especially in the Cup are always exaggerated. Multigoal games, great form. Once you're out, the stats remain great looking.

It's not that I pick players based on their stats in the specific competition. It's just that I always give league stats more weight.