That is the worst part about their season. Lose to Milan (Milan was terrible last year) at the cup, lose to Napoli with very tiny points difference at the league, and lose to PSG at UCL finals game. Looking at how they are, we could simply say that they were doing terrible as a result, like at the end they won nothing, but when you think about how they played all year long, they could have won 3 titles if they won 3 more games.
It's that simple, beat Milan to possibly win the cup, beat one more team instead of lose at the league, and beat PSG, that means, just three more wins all season long instead of losses, and they end up with 3 titles instead of one title. That type of season hurts a team big time, and makes it hard to recover.
I will add that this was the second defeat in the Champions League final in 3 years. Yes, it is painful to remember, but the fact that the club reached the Champions League final twice out of 3 is solid, plus the most important thing is that it gives huge money, significantly exceeding what clubs receive from success in Serie A. Inter looks weakened in the upcoming season and is even an underdog against Napoli, maybe what we saw was their peak, who knows.