Messi is a professional footballer, and forbthe love of the profession, professionals don't think that way. Mesi has laid hand on his greatest football dream, but that doesn't mean he has completely lost interest in achieving more, because I believe PSG didn't just sign him for his already made achievement, they did so because they needed him to help them achieve more. Messi is still much concerned about helping PSG grap the champion league as expected.
Messi could have made new history for him when he helped PSG win the UCL trophy. PSG has spent quite a lot of money on it. Because the domestic league competition is not so tight, PSG must prepare its strength.