FDR and Churchill knew the limnits of their power and influence as heads of government. They are blessed with very brilliant and competent generals and admirals who won the wars. Like what was mentioned, they gave their armies one goal: to defeat the "evils" and they made sure their armed forces got all the support they will ever need (100%).
I also agree that Hitler had the mightiest armed forces ever but his ego got the better of him. He hardly listens to his generals who are wiser than him. He seems to be allergic to the word "defeat" and retreat" Ditto with Stalin. This is evidenced by the presence of political officers (SS and KGB) among their troops.
As for Mussolini, he's all bluster but no brawn to back him up. He seemed to have lost touch with reality. His armies are nowhere near the Roman legions of the Caesars.