The reason Mbappe left PSG was basically to win Champions League title. He did his best to win it at PSG but seems luck was never on the luck of PSG because I don't see anything that stopped them from winning it for several years that they assembled the best players in the world. There was a time they had Messi, Neymar, Mbappe and Di Maria in the same team yet they could not win it. Maybe Mbappe have realized that it may not be easy for PSG to win it, the reason he left for a team that have better records and chances of winning it. His decision to join Madrid have nothing to do with bad performance at PSG where he was almost worshipped.
You are right. Seriously, I also think it’s one of the main reasons and missions of Mbappe to win the Champions League after several attempts to win it with the best players in the world because the players you mention above are among the best players right now. And for that, it is all about luck; the luck was not by their side, and that is why they keep on trying and they did not get it. If not, I would have said they have had the best performance that can give them this title, but regardless of how good the team is, sometimes luck also plays a crucial role in football.