You do need a goal of course, especially when you are Real Sociedad and you play at home. If you don't score in the first game, the probability that it ends with a draw and you still are well situated for the second game is too low. Real Madrid wanted this one goal and anything but a magical night for Real Sociedad will inevitably lead to losing the second game or at least not winning it, which is still sufficient for Real Madrid.
But I looked at Sociedad's match to make a pretty good match even though they lost but they did the maximum stares they were. The second leg is the show to be awaited, aggregate 1-0 is very easy to pursue for Sociedad, a very simple strategy input goal early and then survive with hard as calm until the end of the match and it is enough to secure victory to reach the final round,