I too have thought about Coldplay not being as famous and "legendary" as U2, REM, Pink Floyd, Nirvana, The Beatles and other bands, but that has a very simple explanation: while those bands have been known worldwide for more than 30 years, Coldplay has been quite underground until a decade ago. Therefore, 40 years old people have grown listening to those old bands and that's what they know most. Those bands have had enough time to release a lot of songs and albums, so more probabilities of their best ones allowing them to become legends. On the other hand, 25 years old people can hardly know the whole discography of bands that are older than them, simply because they haven't had the chance of growing in parallel with the evolution of those bands and their music through the time. This is where newer bands like Coldplay come into action: a young boy/girl discovers Coldplay's first publicly known songs (like Trouble) when he/she is 15 years old, and then he/she grows following their work, witnessing the release of their next albums: A Rush of Blood, X&Y, Viva la Vida... so by the time that young boy/girl is 25 years old he/she may have become a real fan. Therefore, the day this 25 years old fan gets to 40, Coldplay might be in that time what those other mentioned bands are nowadays. In summary, old bands like U2 have had time to make history while newer bands like Coldplay still are in the process of doing that job.
Therefore, it's unfair to compare Coldplay to the mentioned bands, and instead should be compared to others of its same time, like Keane or Maroon 5 for example.
That in first place, but in second place it might happen that Coldplay will never be as famous as the mentioned old bands, maybe because they don't want to (as someone mentioned here), maybe because people and circumstances won't allow them to, or maybe both. But that doesn't have to be bad: unknown bands don't become legends, but some of them produce really great music that has nothing to envy from the most prestigious ones (have you ever heard of Hooverphonic?). Maybe the only problem here is that Coldplay is famous enough not to be considered as underground, but not famous enough to be legendary yet.