Firstly, we cannot equate Dortmund with Atalanta, who beat Leverkusen in the UEFA Europa League final, even though not many people favored Atalanta at that time. This is the final match for Dortmund and Real Madrid where the odds are the same, but Real Madrid can still be the favorite because this team is very different from Leverkusen, who lost to many people's surprise. So I don't think that a big surprise will happen again in the Champions League final between Dortmund and Real Madrid.
Two weaker teams are different and Dortmund are more experienced than Atalanta in Champions League. Two stronger teams are different too and Real Madrid are more experienced than Leverkusen.Compare success and experience from the past, Real Madrid have more than Leverkusen and they can use it to avoid a shocked loss like Leverkusen. With many final matches in Champions League, Real Madrid know that if they give an opponent time, space and chance, the opponent can punish them with a conceded goal that is always big disadvantage in any final match. Chance to come back in a final match is smaller than in other matches because opponent players will use all energy they have for fight.
What makes me think like that is the quality of the players and the playing style of Real Madrid itself which is still being coached by Ancelotti this season. So when a team like Real Madrid has to think about winning in a competition that is much more prestigious than the Europa League and FA Cup, of course Real Madrid will do everything for that even though Dortmund can also do the same.
Ancelotti and Real Madrid players will play against Dortmund with respect to the opponent so that they can play carefully and normally. They will not have intention to find quick or big advantage and winning against Dortmund. Real Madrid knows that in the final, if you win it, you are the champion and it's most important. Whatever result for the winning is not big matter. 
