Agree they are professionals and ought to be able to do it. However but let's look at it this way, week in and week out they practice throw ins, corners, free kicks, every single aspect of the game including how to hold up the game etc. Why not something as crucial as a penalty.
If you had to give Harry some advice for the next CC wouldn't you say remember practice those penalties as well. When you get good at something it makes dealing with the pressure a little easier.