They always win their league Ligue 1 which is something they have done for many years. You made good point that PSG stats in Champions League knockout games are better than Inter Milan. Inter Milan has won Champions League three times before but PSG has been strong recently even getting to final in 2020. While past records might show PSG ahead in friendly games these do not always reflect how they play in important matches. At end numbers can tell us something but how team plays on day of big game like Champions League is what truly matters.
PSG have had strong domination in Ligue 1 which in fact was harmful for their performances in Champions League. Quality and competitiveness in Ligue 1 are worse than in Champions League, so PSG were familiar with such intensity and competitiveness and they played important knock out matches in Champions League against strong opponents. With this careless approach, PSG were punished many times by giant clubs in Champions League.
PSG seem to do better in this season and they are going to win their first title in Champions League from a good strategic change three latest seasons. If they win this final, it means more than a title but also proves that they have been switching to a winning strategy for their club developments.
I don't know exactly about what stats you guys are talking about but Inter managed to win in Munich and draw in Barcelona, not too many teams would be able to do something like that. PSG have beaten Liverpool at the penalty kicks, than Aston Villa, which are a good team but no more than that, and yes, they did well against Arsenal. I am more impressed with a team that beats Bayern Munich and Barcelona rather than Liverpool and Arsenal.
Inter Milan won in Munich by a very late winning goal scored by Frattesi who also scored another winning goal for them in Milan against Barcelona. Inter Milan have been one of most competitive clubs in Champions League recent years by participating in two final matches within only three seasons. With both Inter Milan and PSG, they have had amazing roads to the final with many impressive matches but they all have to forget previous matches. By this, they will have better focus on the final match which decides whether they have a happy ending with a crown.