It is a well-known fact that every great player has his own style. For Alekhine it was complication and surprises, for Petrosian it was defending his own King's position, for Capablanca it was simplicity, and so on. All of them played first class chess, but every one in a slightly different manner.
Chess is not 100% clear technique. If it was, there would be no winners and losers, there would be only drawn games with no surprising combinations. That is the spirit of chess - chess as an art.
Why did the players above mentioned play differently? The answer can be found in the player themselves.
For example Alekhine was a very nervous man. He was seeking excitement on his every step. On the beginning of his career, the contemporary technique, based on methodical principles, was not enough to him. He needed to find his own way of playing. This he achieved after he had met Capablanca. Capablanca's style was more dynamic and that was right the thing Alekhine was looking for, because he could spread all his nervousness and need for excitement into his games. As an example, I provide two games, one from the era before meeting Capablanca (Alekhine - Gutkevitsch) and one from the era after meeting Capablanca (Alekhine - Isakov):