In my time as a GM, I've always hated stuff such as magic items, artifacts, etc; even as a player, I dislike the feeling of becoming "too cool" for the game world in question.
However, I have a player that just likes coolness and is always expecting to find magic items, artifacts, and gain cool abilities. He isn't a "Power Gamer" per-se, since he favors roleplaying and getting whatever fits his "style" instead of the most damaging stuff, however I feel he always wants to be the coolest of the group.
Playing D&D for example, he had a Monk, and he wanted to have a magical gourd of liquor that lets him spit a fire cone, and he ALSO wanted Wukong's Magical Cloud, and ALSO wanted to be the best friend and disciple of the god Korada from PF and pretty much "dedicate" a whole adventure arc on it.
Playing Pokemon Tabletop Untied, he's been desperately looking for a way to be able to have A LOT of combats mounted on his dragon Pokemons, I haven't, but he's always making comments on the subject, and he wants to be surrounded by said scenes of aerial badassery and combat.
On Savage Worlds, he made a character with "Weird Science" that can summon swords from books (LOTR, Narnia, etc), but he wants to make the game go long enough so he can have the 49 swords he imagined, he gave me the list, and usually takes forever to describe his actions with such swords even tho the resolution of said is simple.
Players haven't complaied about it, but I just dislike the fact he wants to be the coolest guy on town every time, and that he centers his characters on the concept "be as cool as I can", specially since he makes them in such way they're moraly "perfect" and have no exploitable negative attitudes, heck, even with SW Hindrance system he picks Hindrances that make him look like a perfect, flawless individual like "Loyal" or "Quirk: Too Heroic".
I don't want to shoo him from my table, because he's one of my best friends, I just wanna deal with this.
Best Answer
As I see it you have 2 main issues: Spotlight Hogging and disconnect on world/tone
Share the spotlight
Emphasize to the player (and the rest of the table) that everyone will get their time in the spotlight, but that they should act in a supporting role when its not their turn. Its totally fine for the PC/Player to want to have moments worthy of song (or stories in IRL) that come out of their adventures. As a GM I think one should always be a fan of the characters (one of the best precepts from Dungeon World) but a key point in that statement is its plurality. 1 player hogging the spotlight and coolness is just as bad as if a GMPC was doing it. Try discussing this in person with the player in question to emphasize that his ideas are great but they need to be balanced/tempered with the exploits of the other PCs in the party.
Make sure you are on the same page for Tone
Your player seems to be assuming "wacky hijinks" are the default for all RPG games. The reasons why aren't important (though RPG culture, D&D culture specifically, tend to encourage this kind of thing with the stories that get most shared) what is important is that you clearly outline the tone and setting of each and every adventure you run. It could be a simple lack of understanding that your Savage Worlds game is a little more grounded in terms of setting or PC power level and he/she can't even comprehend it. Again, going over this in a face to face conversation is probably the best way to make sure misunderstandings aren't going on. I'd also highly recommend the Same Page Tool to make sure everyone at the table is on board for the type of game you are playing and understands the choices that were made that led to the game/setting in question.