^ I recognize that I "started it" by mentioning how close Nadal was to winning the second of their encounters, but I think you're trying too hard with some of your other examples.
In Roger's close ones in 5-setters, he lost 3, (Rome '06, W '08, AO '09,) but only got close in one, with a MP in Rome.
In Rafa's close ones in 5-setters, he lost 2, (MIA '05, W '07,) and I think he only had a MP in the Wimbledon one.
While the others you mention were in varying degrees competitive, there were nothing like the MIA near-miss that I cited by Nadal, which is what set you off. Hamburg '08: 7-5, 6-7(3), 6-3; Madrid '10 (6-4, 7-6(5) ), Madrid '11(7-6, 6-1, 6-3). I will give you that Roger mounted possibly his best defense of Nadal at RG in '11, but it still only went 4, and the AO SF in '12 was tight but, again, only went 4.
By your measure of closeness, obviously the AO '17 has to be mentioned, since Rafa was up a break in the 5th, and by their patterns, should have won that match. (Which is not to say who played better.)
Point being, and I could be wrong here, but I think Rafa has been with in a MP of beating Roger at a Major. And possibly within one at a MS 1000, or, at the very least, 2-0 and 4-1 up. Roger has been w/in a MP of beating Rafa at a MS1000, but never closer in all of those matches you cite. Note that the deciding sets weren't mostly that close. And a fair number of the Major matches didn't go to 5. I think at SFs, they've never gone to 5.
So, I don't think the H2H is a "fickle stat." There's a lot in it, if you investigate it, and Roger doesn't come out the better. But I'm happy to keep debating it with you, if you like.