Bayern were clearly superior in the first half and had three top chances that they didn't take. In the second half, Lazio adapted better to Bayern's tactics and allowed fewer chances. Upamecano then gave Lazio a gift and was sent off with a red card. When Immobilie then converted the penalty, the game turned completely and Bayern had nothing left to oppose. Everything is still open for Bayern in the second leg, but they will have to put in a much better performance.
I think in this match many people lost their bets, because the average gambler bet on Bayern Munich winning. Unexpectedly, Bayern Munich was superior to Lazio, both in terms of player material and experience in prestigious events such as the UCL. They had to lose to Lazio in the first leg, Upamecano's red card was the cause of Bayern Munich's defeat, but as a strong team they should have at least been able to achieve a draw in this match. This defeat makes us as gamblers know that football is not a matter of mathematics that only relies on material and the experience of the players.
Bayern Munich can currently lose all the trophies, they are in the German Super Cup (lost to RB Leipzih), in the DFB Pokal (lost to Saarbrucken) in the Bundesliga (2nd place, 5 points behind Leverkusen) and the UCL (lost) in the first leg, threatened with elimination). I don't know whether Harry Kane will be without another trophy this season, even though his move to Bayern Munich was one of the reasons he wanted to get a trophy.
But if you think about it again, Bayern Munich became like this because coach Tuchel was a mess. Last season, when Tuchel arrived, Bayern were immediately eliminated from the DFB-Pokal along with UCL. The Bundesliga almost failed to win the Bundesliga title but was helped because it was only superior on goal difference to Dortmund.