I think he's wary, but if he was mentally scared, why did he sign to fight Haye afterwards, who is as quick as Cunningham but has dangerous power? Cunningham was awkward, but people exaggerate how much success he had outside of the KD, Fury himself does. Fury was boxing well with him but just not dominating like he usually does in that regard. Then he switched gears and walked him down. Cunningham was hurt bad by the uppercuts before the final shot everyone complains about. He was getting KO'd regardless.
A competitive fight in which he KO'd his opponent in the 7th round mentally scarred him? I swear people need to stop acting like Cunningham was winning every round.