From the way Madrid was playing during the game, especially the first half, their defense was just too open, and that was the beginning of their problem. And when I saw the way the goals were dropping, I did not expect them to actually lose to PSG. All my imagination was that I did not expect them to actually lose to PSG. And even when they refused to amend all these things before the game started, that is why they ended the way they did, because Alonso should have known that and made sure it was addressed before the game, but since it was an unresolved issue, they got exactly what they deserved, and I love that.
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Yes, I agree with you that Real Madrid's defense line was open, and that is the reason why they conceded those goals within the short period of 45 minutes. But if Real Madrid's defense was open, what about Real Madrid's great attackers? I did not see any special work they did yesterday. What I know about Real Madrid from before is that when the opponent has an opportunity to score, they will always try to equalize.

As for yesterday  match, it was not only a defense problem, but also an issue with the attackers. The funny part is that most of Real Madrid attackers are not falling back to help the defense line. So, Real Madrid was not really coordinated, like PSG. The reason why it is always hard for opponents to score against PSG recently is because PSG attackers always fall back to help their defense line.

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Because of their overconfidence, all Madrid star players have gone cold, and it is affecting the club, so these are all part of the reasons why, as a club, you don't need to underestimate the performance of your opponent. It might not end well.