You don't have to look far for an exception since Conte was a captain for Juventus, then went to manage them and look at his success. Same with Guardiola and the current Barca manager.
I think that the players have to decide if they want to be managers early in their careers to become a good one. If they do that, learn and put in the work I'm sure any legendary player could become a great manager. We have a lot of examples of these just as you name those examples.