Yeah we did, we started the game scared and with too much respect for the opponent. We already lost in our heads... until Morata's goal gave a little confidence which got crushed again (exact same scenario as in 2017 actually).
We were clear underdogs in both finals. We choked in 2003 though.
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We met two of the best teams in the last decade in their peak form. Barca beat the English, French and German champions on their way before meeting us in the final.
Madrid on the other hand had Ronaldo in the form of his life. We're also talking about a Madrid squad that had James, Bale and Morata on the bench.
These are also two teams that have an amazing record in finals.
We played one final where we were not even considered a European heavyweight to begin with and another final where we weren't considered favorites especially coming up against a far superior squad so the choke scenario doesn't apply here.
Besides 9 out of 10 times you'll see the much richer and superior squad winning the final atleast in the last 15-20 years.