I guessed what the matter was - maybe the fact that the referees helped Barcelona in the first round had a decisive impact on the bookmakers' opinion

The fact that Real conceded zero goals is of little significance compared to a team that can count on help from the referee. I won't say that I believe in this conspiracy theory, but maybe many do and it changes the cash flow of bets, and bookmakers only reflect this.
How about the penalty Madrid received in the first match, when it was Mbappe who stepped on the player's leg?
How about the first Madrid's goal against Oviedo that should have been ruled off for a foul before the goal?
You can't pick out where the referee was favourable to your rival and pretend not to see how the referee was favourable to your own team.
The first red card in the Mallorca game was undeserved, but Barcelona were already 2-0 up before that red card, and they were controlling the game well, so you can't claim that they won because of the red card.
I believe that Xabi Alonso will do better in Real Madrid than he did in Bayer Leverkusen.
From the first game, the problem Madrid had was creating chances. They were very good in all areas aside from creating chances; they pinned Osauna to their own final third, they won the ball back quicker with an effective press, and they moved the ball around quicker. If they could create chances easily,y they would have won that match with a minimum of 3 goals. From my point of view, I believe that issue is very fixable, but if they play that way agisnt a good team they will get punished.