I've always emphasizes that the Dortmund side are too dangerous to be seen as underdogs, just like the game of Atalanta Vs Bayern Leverkusen, we already thought that Leverkusen will trash Atalanta, not until the surprising thing happened. So I'm of the opinion that people should look out for Dortmund, as they have same potentials as Atalanta.
Madrid are the favourite to win no doubt, but we are analysing the possible outcome, which is even if Madrid wins, it not going to be rollercoaster victory, considering the trajectory at which Dortmund have been winning their champions League games and their fierce defensive pattern.
We shouldn't compare the final Europa league with the final UCL, it will be so much different. In Europa league, Leverkusen is the favorite team but there is nothing special with Leverkusen related to the history of final Europa league in the previous seasons. Meanwhile in UCL final, Real Madrid has a fantastic history for the final UCL. Their stats look amazing, they always won the final UCL since the season 1997-1998. Although this stats or history never guarantees the win for the next UCL final, but it showed that Real Madrid is very superior when they can reach the final UCL. The mentality and consistency of Real Madrid has been proven many times. Moreover, Real Madrid current squad is surely stronger than the squad of Dortmund. This is just the additional factor to ensure Real Madrid as the favorite team in the final UCL. So, in theory, no doubt Real Madid should win against Dortmund.
However, I admit that Dortmund is possible to surprise us. It is not the first final UCL, Dortmund ever won UCL title in the season 1996-1997. Dortmund also has good players although they are not as popular as Real Madrid players. So, the final UCL probably will be a tough match, both teams must try their best and be very careful. As long as there are no red cards during the match, I'm sure it will be interesting to watch until the end of the match.
By the way, what do you mean by "rollercoaster victory"?
If you mean a big victory, it will be possible if both teams try to play offensive. But I guess both teams won't play very open, they will play quite careful to minimize the mistakes. This commonly decreases the chance of many goals.
References:1.
https://www.nytimes.com/athletic/4176668/2022/05/27/how-many-champions-league-finals-have-real-madrid-won/2.
https://www.uefa.com/uefachampionsleague/news/0252-0e98c715bb79-dea77f56e2bd-1000--champions-league-final-records-and-statistics/3.
https://www.sportingnews.com/us/soccer/news/have-borussia-dortmund-won-champions-league-bvb-history/zx2uxdlhuuum8cjlu9wt6oq6