It would help if you stepped up as a leader when things are not going well. Young Mukesh Choudhary dropped two critical catches that almost cost CSK the match.
Mukesh must be feeling gutted inside when Dhoni goes to him, puts a hand on his shoulder, and encourages him a little.
Having felt alone in that moment of failure, Mukesh would have thought he had someone by his side.
A leader should play this role and provide psychological safety to the team. Not saying you should accept mediocre performance, but rather a leader should give feedback in a way that instils confidence and motivates them to do better rather than making them feel more demotivated and damaging their self-esteem.
When you feel down, who do you turn to (or) who comes to you?
The position does not determine a Leader by their status. So although Dhoni is no longer a captain, he is undoubtedly still a leader.
As a leader Dhoni is aware that the spotlight is on him but he never hogs the limelight. He keeps a check on his emotions all the time both in victory and defeat.
He still has lot of cricket left in him and perhaps, for us, there are more lessons to learn from him!