Yes, it's very weird, for sure.
Fangraphs did a study of the Yankees' dominance over the Twins for the 2002-2011 seasons, including postseason. Based on each teams records and run differentials, the Twins were expected to win 33.3 games out of 75. They only won 18 of those games. Statistically speaking, that result is way out there, as in it's something that just shouldn't happen.
The author poses some possibilities of why the Yankees have such a large extra added advantage, most of those possibilities dealing with team construction and management tactics. The folks at Fangraphs (including commenters) don't think it has anything to do with the defeatist attitude.
https://blogs.fangraphs.com/investigating-the-yankees-dominance-of-the-twins/