They lost at home, they had their back against the wall. Sure they were not favourite and awaited, but I wouldn't say that's no pressure
In the football world people assume Atletico is going to advance as well
For me it is. They were the clear underdogs in that match up and no one would have thought they could throw out Real over two legs, and especially not after losing at home.
If they come to Madrid and, let's say, lose 3:0, who would be surprised? Sure, fans and players would be disappointed, but it's Real Madrid right? You can lose there. Real on the other hand was under huge pressure (after two defeats against Barca) as the CL was the only thing left for them.
With us it's different. We are Juventus, are among the top favorites to win it this season and not some underdog, have brought in the GOAT, and even though everyone knows it's hard to come back after a 0:2, we all (or at least i do) expect us to turn this shit around somehow.