I think the pressure sometimes is used as an excuse when you lose badly.
If you pick that Spain line up that lost 1-5 to Netherlands in 2014 for example, Piquet, Ramos, Alba, Busquets, David Silva, Iniesta and Diego Costa, 7 players that will be in their start 11 in Russia. If it was against Germany instead of Netherlands that day, it could have been even worse. I can't see any evidence of those players showing weakness under pressure during their careers.
This is more a characteristic of the modern game and current tactics that when your plan is not working against a strong opposition and you're not specialist in parking the bus, a terrible result can happen. We see it at club level. When the plan fail teams like Barcelona or City can be smashed awfully. I dont think its the pressure.