Losing and winning in one match is normal for all teams, but when the favorite team loses in one match then many users will be surprised by it. Real Madrid was not expected to lose in the final at all, so everyone would be surprised if Dortmund could beat Madrid.
I'm not a Dortmund fan and I'm not a Real Madrid fan either. I still think that Real Madrid are the favorites because of the depth of the squad and their performance this season, but Real Madrid can still lose because of their own mistakes and also because Dortmund are playing well. Both teams have the potential to lose or win, but Real Madrid's victory is much more realistic to expect than Dortmund's. I hope you agree with this one, no debate.
Seeing Dortmund succeed in beating Real Madrid was indeed a very surprising thing and at the same time gave us an idea that the impossible can still be won even for the team that is not the favorite. I think everyone knows that beating Real Madrid is impossible, but as long as they don't try and try to beat all the available statistics then they won't know that there is always a miracle waiting.
It's true that mistakes can change the outcome of this final match, especially for Real Madrid, this is definitely an important thing and shouldn't be missed. But Dortmund is also the same, they can't make mistakes if they don't want Real Madrid to win their 15th title easily. So everything will be interconnected and prepared for the worst case scenario.