There are different levels of choking. Some players choke more than others. Some may choke all the time, some only sometimes and some never. But if you destroy the little teams all the time a la Zlatan and are usually nowhere to be seen on the big stage, you're choking, imo. Sure, the defending of the bigger teams on the bigger stage may mean it's harder to shine, but when everyone else on your team is stepping it up and you're flicking and laying off the ball and shying away from responsibility, apart from the goals against the big teams you scored that you can count on one hand, you're choking.
Choking is not an urban myth, it happens.