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.
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.
I am convinced that both of them have the means to be able to do it, otherwise they would not be at this level.
It is important to understand this, since we are at the showdown at the "redde rationem"