I don't agree with you. Winning the Champions League was one of Mbappe's goals. He loved Real Madrid. It was Mbappe's childhood favorite club. But let's not forget that for 3/4 years we only heard rumors that Mbappe was joining Madrid. And Mbappe rejected Madrid's offer at the last minute every time. So Mbappe didn't join Madrid just because of emotions. His one goal is definitely to win the Champions League.
It's a bit sad for Mbappe that PSG couldn't qualify for the Champions League in the past seasons. PSG management couldn't find an experienced coach like Luis Enrique earlier. If Luis Enrique had a striker like Mbappe in his squad, PSG's attack performance would have been more dynamic.
Even when Mbappe missed UCL trophy on his first season at Madrid. It won't change he has greater chance to win UCL trophy in the next season. He loves UCL trophy as he has not yet won it, but he's in a club which often dominated UCL. Why should he regret it when he failed to get UCL on his first season at Madrid?
His bad season with Madrid can't deliberate the fact he and his team will always be the favorite to win UCL in another season. He's not playing at netflix FC who never won trophy, and there's nothing to feel worry about.
Best of luck him next season by performing better under a new coach.