In last year's Men's World Cup, for example, 3 teams came out of the group stage with 3 wins: Uruguay, Croatia, and Belgium. None of them won the title. In fact, the last team to go 3-0 and then win the whole thing in either the Men's OR Women's World Cup was Germany in 2003.
To compile a larger dataset, I looked at the last 4 instances of 4 major international tournaments: Men's World Cup, Women's World Cup, Copa America (South America), and Euro Cup (Europe). To back up this choice: every single Men's World Cup - ever - has been won by Europe or South America (no one else has even made the final).
Aside from the handful of teams that have advanced with 3 points (only remotely possible in a format where 3rd place teams can advance), teams coming out of the group stage with 9 points have been more likely to make the semifinals and the final - but strangely have underperformed in that final game. The only 2 teams to do it in the time period I looked at were Germany in the 2003 Women's World Cup and Spain in the 2008 Euro Cup.
This oddity does not seem to hold up when I look at results by finish in the group stage:
So why do teams that win all 3 games not win the tournament? You would imagine the teams that sweep the group stage are naturally better, and thus should advance further, even when you disregard any notion of momentum. Are they tiring themselves out? Or is it just fluky performance over the 28 teams (16%) to accomplish this out of the 176 in my dataset who advanced to the knockout stage?
This question is definitely pertinent for the current Women's World Cup semifinal group, as England, United States, and Netherlands all meet this criteria.