PSG lost against Botafogo in the CWC. This is not the same as the UCL and they are not playing on home ground or an area that is familiar for them. If they are playing against Fluminense because Chelsea loses, there are probably more fans from FLuminense attending the game than PSG fans. The surroundings have an impact on the game and sometimes these South American teams are very hard to crack. You could see it in the game against Botafogo.
First of all they now need to beat Real Madrid, which is tough. It's a difficult game for both teams and I can't see who the favorite is here. Now that they are in the semifinals, both coaches, Alonso and Enrique, want to win that title. For Alonso it would be the perfect start as the new Real Madrid coach and for Enrique it would be the continuation of the history he is writing with PSG.
This tournament is very different from Champions League because playing away from home in new places and against loud crowds possibly like Fluminense fans makes things much harder as South American teams are known to be very tough. Now facing Real Madrid in semifinal is huge challenge and it is hard to say who will win but both coaches Xabi Alonso and Luis Enrique really want this title to start or continue their success with their teams. Overall PSG strong performance at home does not guarantee success in this global competition due to its unique pressures.