Exactly, their arrogance in not adapting their game to the opposition has been their undoing. With Pep dumping Ibrahimovich and insisting everything is played short and narrow through Xavi Iniesta and Messi, they have no options. I'm not suggesting they should play the Stoke way, but if they had used anything approaching an orthodox centre forward, be that Ibrahimovich or Peter Crouch (bless him) against Chelsea's 10 man makeshift defence they'd have won!
They tried to be a little different with Ibrahimovich though and while it worked a bit, it wasn't completely successful. And how can you say it's arrogance not changing their game to suit who they are playing? They've won an incredible amount of trophies under Guardiola, yes they have failed to defend their Champions League & La Liga titles, but while they will have been disappointed with how they played against Chelsea, they were still the better side and a bit unfortunate not to win (besides, this season has just reinforced the fact that Chelsea are definitely a bit of a bogey team for them). And it's taken a very good Real Madrid side to stop them winning La Liga again. As good as Messi has been with his goals, Ronaldo has been every bit as good, plus they have Benzema and Higuain scoring around 20 goals each.
It's been Guardiola's philosophy to build a team to play in a certain way, it's not arrogance that he doesn't try to change it, it's just a belief in playing a certain way. And as good a team as they've been in recent years, there seems to be a common sense understanding with Guardiola that they can't win everything all the time.
As for the final, I'm quite looking forward to it being Chelsea v Bayern but I'm not sure who to support. Chelsea aren't exactly a likeable club, but aren't Bayern the most hated club in Germany? How can I support the underdog when there is none?!