The answer is quite simple because competing in the Premier League is not as easy as when in the Championship and Burnley could not keep up with the game of the clubs in the Premier League even though they are the weakest clubs there, the lack of quality players is the cause of Burnley's performance not being optimal I think it is very reasonable because this club is also not a top club they also have difficulty recruiting quality players while when Kompany was at Bayern Munich he could be more free because he was filled with talented players so he could maximize their performance. Bayern Munich is not the only club that won 3 points, Leverkusen, Dortmund and Leipzig also won full points in their first match so there is still a lot of work for Vincent Kompany to make Bayern Munich continue to perform consistently.
While I do agree that Burnley was always a team that was designated to relegate and Kompany didn't really had much chance, the point is that he didn't take a relegation level team and kept them in the league, Burnley was suppose to go down and they did, so he had no impact, I could have been their manager and they would have gone down the same way, it wouldn't really have any real difference, maybe a bit less points, but still the same results, if he has shown no promise and di nothing exceptional, people have right to question his ability for a team like Bayern Munich.
Normally you do not go from premier league relegation to Bundesliga most dominant team, usually Bayern hires managers who proved something before. First game wasn't that bad, while score looks close, they were dominant, I expect that Kompany will have time to focus on showing people why they are wrong, if he keeps winning games then people will shut up about him, if he loses then the pressure will be even bigger.