That's the problem. Pressing is done as a team to impede lethal situations from happening. The optics where you allow the other team to create attacks to stop them near your box is not what this team should be about.
Vidal was on the other side. He was left midfielder in 4-4-2. The action is carried mostly on our right, on Messi, Roberto, and Semedo.
On that action the midfield is Vidal (LM), De Jong , Busi, Roberto (RM). I'm sorry, but when Thiago looks to get on the ball near Messi, Messi can't just walk carelessly and allow Thiago to pick up the ball and go past him that easily. And break in midfield in space. Before you know it, like in the images posted, he's sitting in the middle of the pitch dictating the game.
Here, what's Messi's excuse here? Thiago in space to pick whatever pass he wants. Look at Suarez, the left forward. Messi as a right forward should be roughly in the same line with him, where Thiago is pulling the strings from. It's blatantly obvious that Messi is a huge defensive liability. He's not even in the fucking frame. Drifting miles away from the action walking at slow pace.
Here it's absolutely essential to press Thiago, since he can have multiple options to put his teammates in great positions. Only one that could have done it was Messi. If you had a player with decent defensive contribution, Thiago will not even have been a possible pass here.
This is exactly what happens when you do not press. Thiago just moves uo with the ball in space, and picks up passes with ease to multiple running targets.
If you watch the CL final, PSG attackers didn't allow Thiago to get on the ball and dictate the game like ours did time and time again. So Bayern used long balls much more than against us, hence why they created fewer chances in 90 mins vs PSG than they did against us in 10 mins.