The problem is that Mbappe has got a taste of higher power. It will be really hard for him to let it go. I am quite sure that if he does go to Real Madrid he will have to take a pay cut. I am also not sure that he is going to agree to that as well. But right now I don't believe that going to Real Madrid is a necessity for him. Because PSG is doing quite well right now. The team is performing well together and under the authority of the new coach, they are performing well. But if this time they cannot win the Champions League title I think not only him but also other players like Neymar and Messi also will take moving into serious consideration.
Mbappe is committed to PSG, and i expect him to see out his contract with them. Real Madrid really wanted him and at one point it looked like they were going to get their desired man, but after quite a lot of pressure from some prominent people in France, Mbappe accepted to stay, and according to rumors he was rewarded with a big role in the club, asides his role/job on the pitch. Florentino Perez openly criticized PSG as a club as well as Mbappe, i don't know if he will still be interested in him in the future, after all that furore.
Having said that, as for Messi and Neymar leaving PSG if they don't win the Champions League this season, i don't think so, the both of them are former CL winners, and if they are to leave PSG, it will be for other reasons and not a failure to win the CL, they also have a huge wage/salary, and are both above 30, definitely it would prolly be impossible to get a club that will maintain that salary structure, except they willingly take paycuts.