Buying star players and building great squad depth is part of the process for a team that wants to win the title. PSG did it right and they have gone through that stage, but that doesn't necessarily make them successful in the Champions League.
So far PSG have dominated Ligue 1 and that is part of their success in building squad depth so far. The Champions League is a difficult competition, so it is not easy to win even if the squad is good. However, PSG qualified and fought in the Champions League final several seasons ago even though in the end they lost 1-0 to Bayern Munich. It was part of an experience they must not repeat if they qualify for the finals next season.
Yeah. You are right. Buying some talented players means a club wants success in any competition they are in by the time they buy that player, and I think other clubs need this too, although, as you said, it is true that the Champions League is also a tough competition and not all teams can endure the pressure in it. That is why you will see teams doing very well in some leagues, but when it comes to the Champions League, they find it more difficult to shine by having some tough teams here with talented players than we think.
You cannot guarantee or be very sure that PSG will not repeat that mistake again. You already said that these competitions are tough leagues, so therefore, in the next season, we should not put any hope in any team yet till we see them succeed to the final stage of the competition. So PSG, I think losing to Bayern Munich is a mistake, but Bayern's squad is stronger than theirs, and that’s why it happens that way.