Because it creates an aura of invincibility and it lines your pocket.
As an event it's easier to sell from a promoters point of view because it's perceived that the casual fan will hang on to success...in this case: the undefeated fighter. It's the casual fan that makes the promoter the lion share of his money.
To be fair even the 'hardcores' make such a big deal out of a fighter losing one fight. I never understood why....it's boxing, fists are flying about, anything can happen. One simple mistake can lead to a KO.
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