Well, Casillas is not so bad anyway, compared to so many other footballers (especially ones who are considered best in the world on their positions, and he's been for years). With Spain's economical situation I'm pretty sure it's all because he knows nothing about it and can't relate, doesn't mean he's an a**. And he's usually okay when it comes to talking about things he knows about, he's never one of those silly Real players saying that RM will seal championship before Easter, crush Barca in Gran Derbi or whatever, he doesn't find stupid excuses after lost match etc.
And I wouldn't judge the whole football team together- for example, hard to compare Pique to Iniesta.
Anyway, I think that being humble regular guy is a side effect of what makes them all so good, which is mental toughness and having their priorities right (which for example, Spanish footballers lacked big time in the past).
They're talented, they've worked very hard and in some cases were prepared by best people since childhood- but sometimes, what gives them the edge, is IMO the confidence they gain from it (and which strangely, top guys from other countries often don't have).
How many times they've won huge things being far from their best or at least in difficult circumstances? Hard to count Nadal's amazing comebacks when he really wasn't the clearly better side, was having a bad day or playing supposedly stronger opponent (on grass / hardcourts). He's a lot less likely to crack than Federer or Murray. Or take Iniesta- undoubtedly he's a great footballer, but when he gave Barca CL final or scored against Holland, it's not thanks to brilliant technique or having a fantastic season/match. Same for Contador- Schleck trying to justify himself saying he missed Frank seems a bit silly when you look at 2009 and what Alberto had to go through to win.
It's like, Spaniards know they're good enough to achieve whatever they want in their sports, but don't expect to have it the easy way. Nadal wouldn't say he lost Wimbledon over a bit of light, and it's not like Sammy Sanchez keeps reminding that he had a fissure in his hand during ITT. No wonder they achieve more than guys who'll always attack next day, win next year when the circumstances are more favorable, lost the match because they were more injured than their injured opponent...
Of course, I'm generalizing and I'm not sure how much it has to do with Spanish mentality and life in Spain (though few things come to mind and it seems a lot more likely to develop such attitude in Spain than in Switzerland or Luxembourg).