It would be quite embarrassing if Bayern lost. Just look at this.

Their odds are below 1.50, which means Bayern has a nearly 90% chance of winning, the bookmakers are very confident in Bayern, especially since they're the hosts here. I'm quite optimistic they can get all three points but betting on them to win outright isn't very appealing, the best bet is a handicap bet; I'm confident there will be plenty of goals in this match.
The odd difference just shows how much Bayern Munich is favourite in this fixture and I don not pray football happens to Bayern Munich because it will really be embarrassing like you mentioned and I will be disappointed but before we make all of this conclusions let us look at both teams and discuss their form and strength technical judging by their various performances in the first week, that will give us a better insight into what we should be expecting.