I think the reason why he believes so is because PSG has been on the champions League almost every season, so that means that they are use to things about the champions League unlike the Arsenal that doesn't use to be consistent on the champions League, so if the experience he really meant is about the champions League he is actually correct but however it doesn't mean that Arsenal is a vulnerable club for them to win.
So if you ask me I cannot say that PSG is better than Arsenal because Arsenal use to be very fierce on there matches especially this season, though the only thing about Arsenal is that champions league use to be a very difficult for them because it was only through struggle they got to the point they did last season.
If I'm not mistaken, the last time PSG didn't participate in the main stage of the Champions League was in 2011. It's unlikely that anyone in the club remembers those times, since PSG then got used to dominating Ligue 1 and getting into the Champions League directly. This has created a certain champion mentality in them, but I can't say that Arsenal's is much worse. After all, the EPL is a highly competitive league and Arsenal have become accustomed to fighting for the title in recent years, anything less is seen as a failure.
Based simply on the balance of league strengths, I assume that Arsenal are clearly stronger than PSG.