I agree with you. I think PSG doesn't have a good mentality in European competitions. I don't mean they are a bad team. As far as I remember they managed to qualify for the quarter-finals of UCL last season so there is no doubt they are a solid team. But now we are talking about the condition of each important match in a difficult situation. Besides tactics I think mentality will also determine the outcome of the match. Some teams will experience a down mentality when in a losing situation but some teams with a champion mentality can create miracles by catching up on goals or even turning the score into a win. Honestly I haven't seen that kind of mentality in PSG. Some teams with a champion mentality last season were Real Madrid, Atalanta and Leverkusen who managed to get out of difficult situations in important matches several times.
PSG's defeat at Arsenal's home in the Champions League match is proof that PSG still has to be better outside Ligue 1 because being strong in Ligue 1 alone will not guarantee PSG to be able to become champions outside there. Even though Arsenal and PSG are two teams that have never won the Champions League during their careers, it must be admitted that Arsenal is a team that is much more consistent when playing at home so that they were able to beat PSG in that important match without any goals being scored in return from PSG.
It is true that the champion mentality is very important and it should be the focus that must be improved by every coach who has coached PSG so far, we know if the squad they have is very strong but whether they are aware of it or not, with competition that is too easy like today will obviously also shape their mentality is very weak, in the champions league every team needs a strong and capable squad to compete, but we cannot deny that the mentality in every crucial match in the UCL is also often a decisive factor for a team to win.
PSG defeat from Arsenal in the Champions League shows that they still need to improve their form outside of Ligue 1 and it will be very difficult to do if there is no increased competition in the Ligue 1 competition, In fact, we can compare the mentality formed from a team like Aston Villa who play in the current tight Premier League with PSG who continue to dominate Ligue 1, isn't it quite different?
Arsenal, although they have never won the Champions League, but so far the competition in the English league requires them to continue to show better consistency in the league and indirectly it is contagious to their performance when playing in the Champions League, and in contrast to PSG who is indeed too monotonous when they play outside the domestic league.
PSG not yet shown the mentality to bounce back from a difficult situation even when they have a lot of great players in the squad, so it has been a barrier for them to be able to succeed in competitions like the Champions League all along.