Gnar can build Sterak, but it interacts with him in a special way: it gives only HP in mini Gnar form, its passives only activate in mega Gnar form. Same thing how Kayle can build Runaan's, but it only activates, when her E is active.
I believe Urgot has a built in shield on his W, which I guess a compensation for not being able to build Sterak.
Pyke's execution is disgusting, but in my opinion it is because that even if it fails executing, it still deals heavy damage, which brings the targets close to death, whereas Urgot's R deals relatively low damage and just slows, and you have 6 seconds to bring down the target down to the threshold. Urgot's R is fine the way it is, because he is a juggernaut, who only needs duel down the opponent to 25% to be able to kill him, while Pyke is an assassin support, his dueling power sucks.