I don't see anything strange about it. GKs come out all the time when the team desperately needs a goal with little time left. If you concede, you lose. But you also lose if you don't score. No point playing it safe when you only have a minute left. Especially when you have a GK like Mats or Neuer who actually has the qualities of a decent outfield player.
If Mats hadn't come out, we'd probably have lost. If he were in goal PSG could easily have gotten a one on one. Even if he saved it, they would have wasted enough time to get them the win.