If you judge that by the Match we saw from Nadal against Medvedev at the US Open last year when he almost lost after being up two Sets and a Break (and this was only for 19) I'd say YES, he will feel more nervous.
I think this goes both ways. For both there is so much on the line. In my view, Djokovic has more to win as he can get the glory of being the first man in the Open Era to win the Double Career Grand Slam and the first man who beat Nadal, without a doubt the most dominant player at a single slam ever, in Roland Garros final. If Nadal wins it will be just another Roland Garros title which would be more important than usually only due to it tying all-time slam record.
There is another factor though. If Rafa loses, it will be his 15th match loss to Djokovic in their last 19 encounters. The ownership will be complete in that case. All in all, I think they both should start the match being quite nervous.