The first time I heard it was from George Foreman.
What I have always believed it to mean is that that you came for the belt, you didn't come to negotiate, you didn't come for a decision, you came to prove to everyone watching or listening that you want it more, deserve it more, did more, and the only way you are leaving is with the belt period. You are not going leave a spread of doubt in anyone's mind that that belt belongs to you.