I think juve right now are a bit dependent on these key players because all of them (Alex, Neddy, Davids, Thuram) are in great form right now. In their absence, juve ends up with a mediocre performance. This dependence is not directly caused by these key players but the gaps created from their absence. To be fair, Alex, Neddy, Davids & Thuram may admit that performing would be harder without the contribution of their teammates.
In other words, the relationship of their form is directly proportional. If Alex is absent, juve would lose attacking flare. Therefore, they would have a mdeiocre performance. If Neddy was absent, Alex would have a harder time recieving the ball. If Thuram was absent, alex and neddy would lack the license to move forward because they would have to help out in defense. The team performance is a collective one. Split it down and you get individual performances. Lippi has done a great job integrating these individual performances into one collective team perfromance. And it is this team performance that usually is the reason why we win championships. Though we cannot deny that there are games when we've won because of great performances from individual players.