It depends on the perspective. Maybe no Belgian club has won 5 domestic titles in a row, but nobody outside Belgium would care if some Belgian club does it now. Are we going to say that because no Belgian club has won 5 domestic titles in a row prior to this moment in time, it is harder to do it than to win back to back CLs?
I'm not sure that to win 4 PLs in a row would objectively be a greater achievement than to win back to back CLs. I don't know. Personally, I have no preference. Since I dislike Liverpool, maybe I'd settle for 4 in a row, if they are the main challengers. But I guess the players prefer the CL. Might be wrong, just my feeling from interviews with the players I've seen or read.