Actually I think their story is very simple: every player starting for juve knows that at least 15+ mil in italy and 100+ mil people worldwide expect him magic, so mediocre ones loose their shit and can never get it together.once they're off juve, they know if they're shit here they're good for almost any other club, so they outperform.
On the other hand take someone like Diego, that kid's got in himself "Juventus legend material" once he came and realized everyone expect from him only the best, not only he didn't back up but in spite of our shitty form, he's literally killing himself on the pitch,
That's Juve