Loosing to Chelsea in the finals should not be something PSG should be ashamed of, before now when Chelsea was in their prime, I believe PSG will not be thinking of winning Chelsea enough to feel sad they lost to Chelsea, they will even pride in getting to a finals with them.
I think PSG was not ashamed of losing to Chelsea in the Club World Cup final, but they were shocked that Chelsea defeated them to win the Club World Cup because they believed they would win the Club World Cup, and they saw Chelsea as a club that wouldn't stop them from winning it.