Madrid's defense line is indeed weak compared to Dortmund if calculated by the number of goals conceded. But Madrid has a strong and fast front line. And they are all capable of scoring goals, meaning it doesn't depend on one player. Vini, Rodry, Brahim are young players who are reliable and fast. Can Dortmund's defense stop them? Bellingham, Valverde are also players who are ready on all fronts. Aurelien and Camavinga are midfield players, but are ready to play in defensive positions. I think this is something that Real Madrid has an advantage that other clubs in general don't have.
In a final match like the Champions League, a team should prepare all lines to be stronger and this can certainly be done by Real Madrid and Dortmund too. And if you say there are several Real Madrid players who are ready to play in all lines and positions, the Dortmund players themselves could also be ready for the same thing. Because Dortmund's front line also has several players who are very fast if they can receive passes that are mature enough from the midfield, so Real Madrid also needs to pay close attention to this so that their goal is not easily conceded.