In the model I proposed, it doesn’t. Even if the players are perfectly balanced, there’s a 1:64 probability of getting 6-0 and a 1:64 probability of getting 0-6. Combined, that’s a 3% chance of getting a bagel.

But as I said, there’s a huge server’s advantage in men’s tennis. That makes ‘bagels’ (https://en.wikipedia.org/wiki/Bagel_(tennis)) less likely there, and means a player winning a set 6:0 indeed statistically is much better than their opponent.

They’re fairly common in women’s tennis, though, even ones with the side losing that set winning the match.