#3 Neymar's absence
No offence to Di Maria and company, but they are nowhere near the level at which the Brazilian operates at the moment. PSG's main threat in front of goal relies heavily upon it's attacking trio's improvisation with little or no midfield play whatsoever, which is quite similar to Luis Enrique's Barcelona of last season.
With Neymar out injured, their rhythm got disrupted and Di Maria hasn't gotten much playing time to have any sort of proper understanding with Mbappe and Cavani. With no proper offensive structure through midfield, they lacked incisiveness and consequently were easily thwarted by Real's compact defensive structure.