I provided a trivial and concrete example: мат. English is inherently incapable of expressing мат.

And English being my strongest language, I'd say no, I don't think it's because I know it least well of the three.

Perhaps this is just something that doesn't make sense to people who only know one language, but it self-evident to multilinguals.

If you want a source, click TFA - a list of German expressions that don't exist in English. The discussion here on whether or not it's a great list, but no one disagrees there are phrases that don't exist in English.