Yes, maybe this is what Dortmund will take advantage of when everyone thinks Dortmund is not the favorite team, so they will play loose even though they actually hope to bring back big ears like 1997.
After the final match in 1997 and won against Juventus, Dortmund only had one another final match, against Bayern Munich but they failed in that final. This year, they have another final match and again they will play with another big club in Europe, a most successful club in Champions League, Real Madrid. With Dortmund, I believe they will enjoy this final and surely will try to fight and win it but they don't have pressure like Real Madrid.
So actually the pressure is on Real Madrid, but everyone knows Real Madrid's mentality so they will probably get used to that pressure.
Dortmund, who are considered weak, are trying to steal a gap to be able to steal a goal and hopefully Dortmund can take advantage of this situation.
It is true because as a bigger club, with bigger ambition and more investment in player transfer, Real Madrid have more pressure than Dortmund in the final match. If they win this title, it will be a first one for a new generation in Bernabeu because a generation of Ronaldo, Ramos, Varane, Casemiro, Modric and Kroos is nearly over and at a very final transition phase.
Younger players like Vini Jr., Rodrygo, Valverde, Tchouameni, Camavinga will be future of Real Madrid next ten years and it's great if they can win Champions League this year with very last seasons of Modric, Kroos in their club.