The event of Bangladesh winning the final is a past event, and a past event is usually encoded with either the past simple form or the present perfect form:
past simple form: Bangladesh won the final.
present perfect form: Bangladesh has/have won the final.
The past simple form emphasizes that the event is not immediate to the speaker, whereas the present perfect form emphasizes that, although the event itself is not immediate to the speaker, the event is being viewed as immediate to the speaker by focusing on the immediacy of the resultative impact of the event on the present time rather than focusing on the event itself that is not immediate. Therefore, the present perfect form conveys a more subjective feel to it than the past simple form.
Because news headlines should necessarily convey immediacy and an objective feel, neither the past simple nor the present perfect sounds right. The only form that can convey immediacy and an objective feel is the present simple. Hence, "Bangladesh win(s) the final."