No, they don't. They all pass the ball around surgically, then eventually someone is in space (because the defense is practically non-existent) and they aim low and for the corners, over and over and over again, because the keepers are atrocious.
I also find it hard to fathom how PES is "more realistic" when there are no fouls, no cards, and 10 goals a game. But hey, to each his own. I'll be hoping PES is awesome next year just like you, I just found it to be largely overhyped this year considering its plethora of gamebreaking flaws and Konami's embarrassing support post-launch.