PSG also hasn't got much of a chance of winning the Champions League. They missed their best chance a year ago. Their squad isn't that great besides Mbappe, Verratti, Marquinhos and Neymar, and Neymar is constantly injured and is declining. Mbappe's head might not be in it because he only has 1 year left on his contract. They have more of a chance than winning than us, but their chances are not that great anyway. I don't think they can afford to have Messi, Mbappe and Neymar in the side due to the FFP in any case.
If Messi wants to win the Champions League, he's probably best going to City. They have a much better squad overall than PSG and us. They can improve their squad quite comfortably. He knows Pep well. Pep will play the football Messi wants to play. At PSG, they tend to play more of a counter-attacking system against decent sides.
If he stays with us, the squad is probably going to struggle more next season than this season. Our squad is one year older. Our squad isn't that great in the first place. We won't have a good manager to help us through it. We have no money to rebuild properly. The only reason we had a bit of form from February to April is because of Messi, and you can't expect a 34-year-old Messi to keep carrying us.
He has a tough choice on his hands. If he stays, it'll be because he doesn't want to move his family..... and that he's settling for an early Champions League knockout and 2nd or 3rd in La Liga for the next 3 years.