I think it is mostly based upon evidence that a team's records in close games seems to be pretty random from year to year. If team A wins 80% of their close games one year while team B wins 20% of their close games, and they both bring back the same players and coaches, team A should also win more close games the next year if they were truly "clutch." I don't think the evidence really bares that out. Over time, almost all teams are 50/50 over a large enough sample of close games.
There are outliers, however. One that comes to mind is the Memphis Grizzlies for about 5+ years during their grit-and-grind glory days, they were way better than expected in close games. I think the T-Wolves had a similar stretch around the same time where they were leaning on young players and they were way worse than normal in close games. Who knows, "Lucky" might really mean you have a bunch of experienced guys who have been there before and are not overwhelmed by the moment.
If you want to dive into some statistical evidence refuting the existence of "clutch hitting" in baseball, here you go:
http://research.sabr.org/journals/the-statistical-mirage-of-clutch-hitting