Isn't it very interesting that the probability of winning the Copa Del Rey and the Champions league is stronger than the probability of winning the league? Normally it should be more difficult to reach the UCL championship, but for Real Madrid it is not so difficult. Especially when he was so close to making it to the semi-finals when he had a nice draw. Barcelona is doing very well in La Liga, but the real goal for Real is to reach the trophy in UCL. Ancelotti is truly a top coach.
Real Madrid's best achievements this season are not necessarily about the Champions League title, nor are they necessarily about the Copa Del Rey. The best achievement they have achieved this season is the Club World Cup title, they have secured it in the cupboard.
Meanwhile in La Liga, Real Madrid no longer has high hopes for the title. In the Champions League they have to prove that beating Chelsea is not difficult, while in the Copa Del Rey they have to beat Barcelona who play at Camp Nou. Everything is not as easy as you say even though Real Madrid has top players and coaches right now. Whether or not Madrid will fail this season in several competitions depends on their performance and the performance of the opposing team, so don't just think about Real Madrid while underestimating their opponent.
Honestly, it is a little interesting that a team is finding it easier to reach the final of the Champions League instead of winning the league title or Copa del Rey trophy. But for me, it is not that much surprising because we are talking about Real Madrid here. They are the king of the Champions League. So it is quite expected from them. I honestly think Real Madrid is the king of the Champions League and Barcelona is the king of La Liga. At least that's the story of the last two decades in my opinion.