Well it's simple, because it's the game of football where the inevitable happens especially when it's least expected. Over the course of some months, PSG has been the favourites in all the classic matches since this year and we all thought they will continue that exploit but things took a drastic turn in the CWC. Especially in the finals, it was a game that some people had already written off Chelsea, but it came as a shocker that Chelsea did not only win them but thrashed and outplayed them.
Football can come with a lot of expectations and also crashing of hopes and so the unexpected can happen at anytime and you just watch your favourite been trashed so hard, and it does not have anything to do with your choice of making them your favourite or not. PSG was the favourite for many but it still did not change the fact they lost, even other top teams had same experience like Manchester United in the europ last season, they were the favourite for the finals but they lost to Tottenham and that's football.