If PSG can win the Champions League title, it will be the most embarrassing for Mbappe. But it is an honor for Ligue 1. Everyone insults Ligue 1 as the farmer's league. Because Ligue 1 is not that competitive.
Maybe yes and no. I think football is not just about being a champion, football today is an industry. Not only being a champion, money is also an important aspect. I think he has made a good decision and he has considered the risks. I think if Mbappé were at PSG, he might not have won the UCL either. There is a satisfaction that other players might not feel when joining Real Madrid. That is what Mbappé feels right now. So Real Madrid's failure doesn't have to make him regret.
Mbappé is still young, he still has a long time to perform better and win more trophies. Maybe his first season will not be successful, but in the next season he might do better. The future of Madrid seems to be different because they will make major changes in coaching. So let's see next season.