You are not missing out on anything if you can fly LH in their new C ORD-MUC.
It would be interesting to get more specifics about the $2000 price difference. The full fare C tends to be the same inflated price regardless of *A carrier. So LH must have a discounted C class ticket (D class?) that you can use on your trip?
I have noticed that SK offers many discounted C class options including J class tickets for $2000 with few restrictions from Scandinavia. From the US it is either the full C ticket or a J ticket with ridiculous restrictions like 50 day advance and 7 day min stay, etc. The full C ticket is also at least 50% (nearly 100% when the USD was strong) more from the US than from Scandinavia. It's been like this for 10 years that I have paid attention to it. Why it is like this has also puzzled me and I usually get lame responses like "it is dictated by the market".