Borussia Dortmund played with 4-3-3 line up. Bayern Munich played with 4-2-3-1 line up.

As you can see in this picture, Borussia Dortmund’s left back breaks the defense line. First of all, for now Borussia Dortmund players don’t have to defend wings directly. Because right now Bayern Munich are not closer to Dortmund goalpost.
What I try to explain is, if the attacking team is not closer to goalpost, you don’t need to cover wings. Because attacking team can’t attack to goalpost directly. But if attacking team are in closer to goalpost, you have to cover wings too. If you don’t, for example at least, with crosses into the penalty box, attacking team can create direct threats.
When the attacking team is closer to your own goalpost, you don’t need players who take position in wing too. Just you have to be sure that, when the attacking team is closer to defending team’s goalpost, you have to cover wings quickly after the ball goes to a wing.
And in this position, also the problem is, because Borussia Dortmund’s left back covers wing, it means that one of the central space is free for attacking team.

There are 4 central spaces in football. We have to seperate centre to two pieces. And also we have 2 half-spaces. So we have 4 central spaces.
It’s because of the distances. All these spaces have approximately 10 metres wideness one touchline to other touchline. If one of these central spaces is free, attacking team can attack directly centrally.
Borussia Dortmund met Bayern Munich with 4-5-1 in the mid block. But midfielders didn’t press to Bayern Munich players so because of that, playing with 4-5-1 became unnecessary.
To explain the reason, let’s think with looking at 6 spaces in football. I said you before that there are 4 central spaces. If we also add wings, we have 6 spaces. Now when we add 4 players to all central spaces, Borussia Dortmund’s 1 midfielder will be in wing. And because Borussia Dortmund have already 1 player in one of the wings, Borussia Dortmund midfielders can press effectively. Because when they shift between spaces, they won’t lose time.
But in our situation, Borussia Dortmund’s midfielders don’t press. And when you don’t press with 5 midfielders, this time 1 midfielder becomes extra. And because they can’t use this extra player effectively, this time in another spaces attacking team finds more spaces than usual.

When Bayern Munich were in set attack, they were like 4-1-5. So they could attack directly because when they had 5 forwards against 4 defenders, always 1 player was free at least in wing.
Also this line up helped them in transition defences. Because when all 4 defenders took position closer to each other in back, they could cover centre and half-spaces. Borussia Dortmund’s players could start a transition attack comfortably, because Bayern Munich didn’t have enough players to take the ball back when they lose the ball in set attacks. But also even Borussia Dortmund’s players could take the second balls comfortably, they couldn’t be effective. Because Bayern Munich’s defenders were ready to meet them.