I agree it is hard to do. Never done a treble in my 6 years playing. Closest I got was League, Cup & defeat in CL Final about 8 months ago.
I like to win the League and concentrate on that as Priority One, other competitions are a bonus. I’ve not won a Super League yet, lost 1 Final and 3 semis (and 2-4 down on agg in semi this season) so I like to give that a good shot. Super Cup is only recent so I never got chance in my previous 7 CL wins to get that one.
I started a second team last season and gave the treble a good go for Season 2 but I lost the CL QF to someone who is obviously paying money to play. I’ve already won the Cup and going to win the League. Will try again in Season 3.