The location of Champions' League and Europa League finals is an ongoing issue.
Chelsea couldn't sell out all of their tickets for the 2008 final because it was in Moscow. In 2019 the selection of Baku as host for the EL final, a city with limited transport infrastructure, meant a vastly reduced number of Arsenal and Chelsea fans in attendance. Liverpool and Real Madrid fans had various issues with transport and accommodation for the final in Ukraine. Smaller stadiums obviously mean fewer fans in attendance - I seem to remember Atletico Madrid fans getting fewer than 8000 tickets for their final a few years ago.
The solution to all of this is easy: UEFA should take some of its billion of dollars (I think they're worth something like 4 billion?) and build a fck off stadium of its own, somewhere in Europe, in a city with lots of hotels and transport links. Set out to make it the largest football stadium in the world. Put in as many seats as you can fit - 150,000, 200,000, whatever. Make it the host ground for every Champions' League, Europa League, Conference League and Super Cup final. Hell, play the Euros final there as well.
The only disadvantage is that you don't get to experience the final in a "new" city, but that's negated by the fact that the fans should have experienced lots of away games in different European cities by that point and that, unless you're a Real Madrid fan, it's unlikely you'll be there year in, year out: the last six finals have featured nine different teams.