Chelsea 2012 comes to mind
I certainly believe you can deserve to lose a final even if you win it and also the other way around. But mostly it's the small things that decides the outcome and you can say it was okay for the one team to win it. But in 2012 it was absolute powerplay towards Chelseas goal for the whole match, but fair play to them for taking their chance.
I could make a case for 99 also, but United scored two times in the stoppage time. That wasn't luck the second time, Bayern only got themselves to blame for that.