Unfortunately the final match only lasted one game, there was no chance for Real Madrid to make a comeback like they did with Manchester City and PSG.
One more thing, the final was not played at the Bernabeu, this season Real Madrid is very difficult to beat at the Bernabeu, but not when they play at the opponent's house. Liverpool will try to be a team that can lift the UCL trophy this season, Klopp will install a formation that can kill attacks from Real Madrid players.
Indeed this season madrid is famous for its extraordinary comeback in the second leg, but I don't think that makes madrid to be underestimated, what you say is true, if madrid seems to get extra strength when playing at the bernabeu but in my opinion in this case madrid and liverpool are not different at all because indeed they play in a neutral place, as far as I know uefa will certainly allocate the same number of tickets to the fans of both teams so in this case both teams have the same number of supporters, Although both teams will play the match at the venue which is neutral and in my opinion it will not reduce the tension that occurs in the final later.