We've been doing it for decades
January 15, 2018 will be my 21st birthday as a Juve fan. On that day in 1997 we won 6:1 and (even though a return leg followed) we won my first and Juve's last European trophy

Now, despite the huge win, if you take a look at that team you will see that it had Zidane, Del Piero, a goalkeeper and 8 Matuidis, or 8 (much more) intelligent Sturaros. It was a team created to suck the life out of a game or to simply outrun the opponent.
Nothing's really changed from then on, except that we weren't wining our finals any more. Not counting the 2007-2011 period, from 1997 we were coached by Lippi, Ancelotti, Lippi again, Capello, Conte and Allegri, the very best of Italy and Europe, and with all of them we had the same or very similar psychology. We are simply THAT team. If 5 lost CL finals in a row didn't force a change, nothing will.