indirectly indeed records do not really affect the players in playing, but there are times when records give a team pride to continue to be able to maintain that record and coaches will usually make past records as motivation for players to continue to be able to achieve victory, and true as stated said by @maju69, sometimes the guts of a team will shrink because they really think if the other team is better than them and that will make their mentality down.
Not all of your opinions are correct because basically a team's good record in the past will make the players more motivated to keep it. I think that's happened to Real Madrid's players this season in finals because I see them much more motivated to maintain their winning record in finals. But maybe we will see something different next season from Real Madrid because the competition will get tougher where some big teams start to improve their team strength.