That is the advantage they are going to use to play with Real Madrid, it will make Real Madrid to feel the seriousness from Borussia Dortmund because they will make sure they make their goalkeeper and defenders more stronger as never before just to take victory from the final game.
Before Real Madrid will realize what is happening in the game, it will be too late for them to equalize the goal from Borussia Dortmund which is what I guess it will going to happen to make Borussia Dortmund to celebrate the trophy.
There are many teams to learn lesson from, because Bayer Leverkusen and Manchester city experience such thing in some competition that made their opponent to lift the trophy.
This is the final match of the Champions League, of course both teams will prepare their best in this match and of course there is great motivation for both teams.
Borussia Dortmund is also a strong team, their success in reaching the final this season is proof and I am sure Real Madrid will not underestimate them, on the contrary and I think Real Madrid is aware that anything is still possible to happen in the final match.
In several finals this season we have seen surprises and the biggest one was in the Europa League when Leverkusen lost badly in the final match even though previously they were very favorites and of course that could be a significant asset for Real Madrid to be more careful in the final match against Borussia Dortmund this weekend.