The thing with Leo, though, was that it was clear that he was an extremely talented actor that put in his all in every performance he did (and he had many varied roles throughout his career so far), so his not having an Oscar was funny in that there was literally no reason for him to not have one.

We don't just have to find someone to mock over their lack of Oscar.

We have to find someone really good who has no Oscars.

According with the article in this entry, the Internet start making fun of DiCaprio for not winning since 2011.