That's true and it has been proven that Real Madrid has a high enough mentality that any opponent will be afraid to face Real Madrid in the final match.
However, for this season's Champions League final, I think it will be a little different because Dortmund is a non-seeded team so they don't have any burden to play in the Champions League final against Real Madrid and this is an advantage for Dortmund who don't have targets or burdens so they play loose.
Next weekend, it won't be long and I'm sure the Champions League final match this season will be fierce and I don't think it's even possible that there will be a surprise like in the Europa League final when Atalanta managed to beat Leverkusen.
It's good to discuss this and respond to some quality posts here that know what they are talking about. However, as I mentioned in my previous post i will stick with my prediction that even if Real Madrid wins the finals, it will be in a difficult way only. Dortmund will be a strong and resilient opponent, as they will throw all their chances and attempt to score early in the first minutes so then play counter attacks beside a good defense as we have seen their strong defense against PSG.
Real Madrid also prefers teams that primarily defend, but the issue is that most of the time they become overconfident and neglect smaller opponents. Therefore I expect a scenario where Real Madrid concedes a goal and then tries to draw the score and win the match at the very last minutes. This kind of scenario with Real Madrid is very entertaining to watch but also quite stressful for us as fans.
Both teams now have plenty of time to prepare and study each other’s techniques. The coaches will play the most role here. Both teams have experienced and strong players but in my opinion, the coach will make the difference. Also, I would say that betting on this match is very risky since we can't even predict the total number of goals for example.