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It's not about prioritization under all circumstances. No great coach will say that they prioritize the CL and don't care that much about their domestic league.
You mentioned the Bundesliga and if it came out that Kompany would not pay too much attention to the Bundesliga because he wants to focus on the CL, he wouldn't be the coach for that club for very long.
It is a different story if the circumstances allow prioritization, for example when your team leads by 10 points in the standings and can afford to give some of the best players a break, but they won't do this when it is still early in the season.
People who assume like this only know a small part of football, winning the UCL trophy is the dream of every team because the level is more prestigious than other competitions, but they also do not ignore the Domestic League because one of the ways to achieve the Treble Winner must win the UCL trophy, the Domestic League and the Domestic Cup involving clubs from various divisions.
Kompany will have to work harder if he wants to win the Champions League trophy, but in terms of domestic leagues, Bayern Munich have no problem dominating the Bundesliga.