Not scoring a single goal happened to be the biggest thing I had to battle with since after that game, Madrid been beaten by four goals without having a single goal is very much unlikely of them. Madrid had a very great team, they have their form and strength, with formidable defence and strikers, why exactly they were unable to get a goal is a surprise for me, I did not watched the game live but I later went through the match statistics and commentary and all I can say is that Madrid has got some assignments to do.
I think this was purely due to Xabi Alonso's poor strategy. However, I can understand it, as he's still new to the team and doesn't fully understand the depth of the squad, the strengths of each player, and how to maximize them. Still, failing to score a single goal and being constantly pressured by PSG in the first half really surprised me. But after I recalled that PSG did the same thing to Atletico Madrid and Inter Milan, I realized that this was all because PSG simply outperformed Real Madrid in every way. Although PSG and Real Madrid are almost equal in terms of squad depth, I think Real Madrid is even better. But the PSG coach has found a way to maximize PSG's squad depth effectively. And it's quite unfortunate that Mbappé had to endure the brunt of his former team's defeat against his current team.
Asides using a poor strategy in that match, PSG have been in great shape and were expected to win but who would've believe that they'll score up to 4 goals without any reply from Real Madrid, it shows that they've currently developed into the strongest team in the world, they've beaten several big teams in Europe and didn't concede in those games so that's a fact.
Pardon me to argue your point cause after what I watched I don't think PSG and Real Madrid are on the same level currently expect Madrid work hard to get better, I know some would say that I should judge with just one game but it's obvious that no big team can match PSG, hopefully Chelsea would, hahaha.