I think the 0 carries the aura of being a bit invincible and with that it makes you marketable as people will wathc to see the 0 go. Agree totally that the best fights often involve to unbeater fighter with the old sales pitch someones 0 has to go.

When certain fighters have lost that 0 then a lot more people are then convinced that if he can be beaten once it can happen again, look at the confidence in Tyson's opponents once he had been beaten.

Also with each defeat comes a possible drop in rankings and in an era where the Khan's of the world can walk into a championship bout with no experience at a specific weight, a fighter needs to protect every chance he has of staying on top.

In the end though it may just be human nature, as has been said on this thread, who like to lose , period.