It was no longer a surprise after they managed to knock out Liverpool, what was surprising was how they managed to win in final match with a high score and even managed to keep a clean sheet.
Of the 24 teams that have ever won the Champions League, only a few teams have been able to repeat their success in the following season, the rest they only did it once or occasionally, even after becoming champions it took a long time to lift the trophy again, so it doesn't matter if they fail in the next season, because defending the title is indeed more difficult.
I'm not even expecting PSG to win the Champions league again next season because I know defending that trophy is harder than even winning it the previous season. I know for sure that there was a particular year, Barcelona had a golden generation and after all their stars in the at that time they still couldn't defend the trophy in 2010. The super Bayern team of 2013 couldn't win it again in 2014. Only Real Madrid has been able to win it 3 times in a row in it's current name and that's simply because they're the kings of Champions League. Lol.