The Italian and French (maybe Spain too) press put far more pressure on their national sides compared to the English press.
Yet they (the players) have that arrogance, self esteem/confidence to revel in such circumstances.
They are used to already:
Donnarumma: leader at Milan
Di Lorenzo, Spinazzola: rotational players
Bonucci/Chiellini: leaders at Juve
Barella, Jorginho, Verratti, Locatelli: key players at their respective teams
Insigne: leader at Napoli
Immobile: leader at Lazio
Berardi: leader at Sassuolo
…
Acerbi: key player at Lazio
Bastoni: emerging player at Inter
Cristante: key player at Roma
Pessina: emerging player at Atalanta
Chiesa: emerging player at Juve
Belotti: leader at Torino
Sure, you can say that all these Italian clubs are one, two or three notches below the PL superteams, but these players are used to pressure week in week out, because of their key roles. Add an astute, navigated, decorated as a player, now proven manager making them work as unit, to their full strength… and you have a team doing 120%.