Yeah as we know against PSG Real Madrid's defense made a lot of mistakes that led to goals and this was done several times --- with a great performance from PSG to bulldoze Real Madrid mercilessly.
I'm not sure how Chelsea will do against PSG in the final, but it's likely that Chelsea will have a better match than Real Madrid, it's just that in the final many are favoring PSG as the winner.
I don't think Chelsea's performance will be much different from Real Madrid's. Chelsea's defense still has many gaps, and their attack is clearly not superior to Real Madrid's.
The main issue with Chelsea is their defense, the gaps are just numerous, and they lack much coordination therein. Most of them are slow and would definitely not be a match to the ever fast and swift PSG attackers. Chelsea's attack has received a good boost of J. Pedro and Delap so I presume they would keep the PSG defense busy in the match. Chelsea can only survive in that match if their defensive midfield is very fast to fall back as soon as they are beaten upfront because the defenders alone cannot bear the pressure of the PSG attackers.
IMO, the only place PSG would punish Chelsea is by outsmarting their defenders, they did it a lot to Real Madrid and they would be prepared to even do more to Chelsea. Maybe after this match, Chelsea would see the need to boost their defense. Ever since T. Silva left, Chelsea is yet to find a good replacement. I was thinking they would sign a good center back in the transfer window, but they didn't.