I don't doubt that Roger would prefer to retire with more Slam titles than Rafa, just as Rafa (and Novak) want to catch the guy(s) ahead of him, but I think the characterization of "nightmare" is more a fan fiction than what these players actually experience.
I could be wrong, but I think the excessive focus on Slam count and other statistics is more important to fans than it is to the players themselves. They want to win, they want to collect their trophies and increase their legacies, but my sense for them is the glory is in the moment of being the best player on court, and winning the tournament at hand. I'm sure they sit back and check their Wikipedia pages every so often, but the focus is the battlefield itself, not the career scorecard that we fans focus on.
Roger, Rafa, and Novak are arguably the three greatest players ever to play the game. Everything else is just icing on the cake. And if we really must rank them, no matter who ends with the most Slam titles, all three are going to have gaps in their careers that naysayers will point at. In the end, though, we're looking at the three greatest players of the Open Era - at worst, three of the four or give best (if anyone ranks Pete or Bjorn ahead of Novak). That's pretty special.