I don't think you can hold not having Davis Cup over anyone. First... it isn't going to say Nadal has a Davis Cup. It says "Spain" has a Davis Cup. So Switzerland doesn't have a Davis Cup...and frankly...who ever thought they would ever have one??? They have what...2 players at best. It isn't logically acceptable for 2 players to play round after round after round, match after mach after 5-set matches.... The nations that have won David Cup has some depth in tennis. So I don't really count it for Nadal that he has one, or against Roger that he hasn't had one. That's just my opinion.
Plus...go on the street and ask the average person -- Do you know what Davis Cup is? The answer will be "who"? "what?"
Even many tennis players can't tell you who won the last one!