Why does the away goal rule apply in extra time on the second game? I'm no Liverpool fan, but if they go out on that rule, then it's surely wrong! Liverpool didn't have an extra 30 minutes to score in Madrid, so why should the away team in the second leg have an advantage?
I wonder if, statistically, the team that plays the second leg at home usually wins. It seems that way to me. Often a 1-0 defeat away is seen as a "good result", and a 2-1 defeat gives them an "excellent chance" ...
If that's the case (the team playing the second leg at home has an advantage), then it seems reasonable that if they can't win in 90 minutes that they then have a disadvantage going into extra time ...
You could say Liverpool had an advantage.
It is accepted that teams generally do much better at home than away. Liverpool had to play only 90 minutes away but had 120 minutes at home.
They didn't take the chance
It's not always the away team in the second leg who have the 'advantage'. If a game was played at the ground of team A and the score was 1-1, and the second leg was played at the ground of team B and the score was 0-0 then team B would win on the away goals rule because they had scored at the ground of team A.
I don't agree with the away goal rule at all. Two legs, equal advantage. Draw at the end, penalties. No matter how unfair people feel the penalty shoot out is, its fairer that having ONE goal count as double.