Honestly, it would have been a shock if PSG had failed to get out of the group stage. In the very end, when they had a few decisive matches left, they played really well. But I think the difficulties in the group stage were only because PSG under Enrique were gradually gaining form, and when they reached the Champions League playoffs, it was already clear how much they were improving. By the time they made it to the final, they were in their best shape. So I do not see anything surprising here, it is just a very impressive approach from Enrique.
It would have been shocking, but after 5th game ended, they looked like they were terrible, and would fail. Nobody believed that would be the case at the start of the season, but after the first five games, it looked like it would have been a possibility.
What we didn't know was, them winning three win a row to go to playoff stage, and then win all the way to finals, that wasn't really looking possible. After the first five games, people started to assume they would be out. Same was true for Real Madrid and Manchester City too, all three looked like they had a chance to fail, which was shocking of course but the they all managed to win enough and went higher. We need to see how valuable that is for the teams and how they are greater.