It's just that if Lazio plays defensively well enough then they have a chance to end the match with a draw and they will qualify for the next round. But Harry Kane will definitely work hard to score goals and bring Bayern Munich through to the next round.
Playing defensively against a team like Bayern can easily hurt you or work out well for you. It's a risk that has to be managed properly. If you want to defend against Bayern, you have to make sure you don't leave any room for error. A single mistake can make them hurt you. You also need to be very good on the counterattack. Fast wingers and quick passes.
I believe they'll stand a better chance if they also attack Bayern. Don't let them be comfortable on the ball and press them. When Bayern are comfortable on the ball they can easily hurt you.
It's going to be a very difficult game for Lazio but if they put their heads down and work enough they can win or draw the match.
I do not actually understand the coach that made this statement I want to say, so I will not quote anyone so that I won't misappropriate it. There's a statement that the best form of defence is attack. If a club actually needs to defend, they should just keep attacking to keep the opposition defence and team busy. This should be the strategy Lazio should use. If they use this method, they might likely succeed against Bayern Munich if they eventually score one more goal.
To be honest with us, Bayern Munich is not a club that you should be very confident that you will be able to defend for 90 mins. No matter how good your defence is, they cannot be consistent for 90 mins, there must be few errors that the Bayern forwarders will capitalize to win the match