(Tbh this is mainly about nadal, because his style is a lot defensive than djokovic who hits his shot much flatter)
They play defensive tennis, go for less riskier shot, opting just to get the ball back instead of trying for a winner. They leave a greater margin of error in their shots and as a result, their unforced error counts are always lower. Therefore its not surprising that in a highly pressurized situation (i.e. match point down/deep into the 5th set), the nerves in their body would affect them less than someone who plays near the lines or hit flatter shots.
Contrary to what most people here think, defensive grinders are the real brainless players of tennis, their game requires more physique but much less skill. Ballbashers (attacking players in general) have to think and aim for their shots. Considering pure difficulty only, it is harder for del potro to time his bashes perfectly to find the line than for nadal to play his game of fetching the ball like a dog.
I liken nadal/djokovic/murray to manual workers on a farm, they do a good job, but its neither exciting nor does it require much skill. If you tell a farmer to pick 100 carrots in under an hour or he dies, he'll always complete this task, no problem whatsoever. Whereas if you tell someone to complete a more skillful task under a similar pressure, they're more likely to falter - for example someone performing brain surgery will be very shaky in their hands and that'll affect them a lot more than if they were simply picking carrots on a field. Hence you get this misconception that the likes of nadal and djokovic are somehow so much more mentally tougher than the rest. Considering all this, I think del potro is arguably the mentally toughest player in tennis since pete sampras, he has never choked before, and no I don't count RG this year because he was injured after the 2nd set.
Maybe it can apply a bit to Murray and Nadal, but Djokovic goes for his shots a lot more than the other two.
But still, despite playing similar tennis Murray isn't clutch AT ALL, and Nadal is one of the clutches players ever. So the style they play may help, but you still need to be mentally strong.