For the same reason old codgers say they walked up hill both ways in the snow to get to school. Boxers embellish all the time. Why would Dempsey lie about being carried in a wheelbarrow out of the ring after a fight he was knocked down half a dozen times in when the reports of the day say none of that was true? Never let the facts get in the way of a good story.
Willard trudged uphill through knee-deep snow to get to and from the ring and fight in 128 degree Havana heat. And he LIKED it that way!