The consensus in Madrid is pretty clear: Esperanza Aguirre, the President of the Comunidad de Madrid (the province where Madrid is located), should not have talked about the Spanish national anthem. A couple days ago, after some groups of fans voiced a plan to whistle the national anthem during pregame ceremonies, Aguirre said to El Pais,
"We must not stand for this, and my opinion is the Copa final should be abandoned if there are whistles during the anthem, and played behind closed doors. This trophy was awarded by the President of the Republic when there was a republic, Franco when Franco was here and now by his majesty the King. This is a Spanish competition. If there are teams that do not want to play in a Spanish tournament, then don't play. But what cannot be the case is that it is converted into an act of hostile protest against Spain and Spaniards." (Bolds mine)
It was probably not the right thing to say.
Barcelona and Athletic Bilbao represent two of the most vocal groups in Spanish politics: Barcelona has come to embody Catalan nationalism and resistance to Spain’s central government (based, of course, in Madrid). Athletic Bilbao might be an even more extreme example, as they count among their numbers a large group of Basque nationalists, a community that has been particularly vocal opponents of Spain’s national system.
Both groups of fans tend to dislike the Spanish government, and representations of Spanish national identity—in particular, they tend to be very disdainful of the King. There is a lot more history to go into on this point—it dates all the way back to the beginning of Spanish fascism and Francisco Franco’s military dictatorship (for more Spanish history, check out Stanley Payne's A History of Spain and Portugal, or read it here)—but the basic upshot of the situation is that neither side’s fans (again, in general) particularly appreciate the idea of the King, and much less the idea of a "King’s Cup." (For what it’s worth, under Franco this competition was named as the Generalísimo’s Cup, which was abandoned for obvious reasons).
Both sets of fans also have a history of voicing their displeasure at the Spanish government by whistling loudly during the Spanish national anthem. All of this is compounded by the fact that these two sides are playing each other—unlikely at best to start the season—in the final of the King’s Cup, which both sides insisted on being held in Madrid, the seat of the Spanish government’s power.
Oh, and did I mention that the municipal government of Madrid (in this case the Tribunal Superior de Justicia de Madrid) has sanctioned a demonstration by falangistas (fascists) in the name of "national unity" for the same evening? And that many of these people marching in Madrid will probably be supporters of Real Madrid (rivals of both sides)?
We’ll keep you covered
when if this blows up. Luckily for all of us, the game is not being held in Real Madrid’s stadium the Santiago Bernabéu, as was originally requested. Instead, they’re in the Vicente Calderón, on the other end of the city. That should—hopefully—prevent any major incidences.
This could get ugly folks.