I wouldn't say he has absolutely no self-awareness. I think there's something in his ego that wants to genuine publicity at all costs. The whole thing seems like an enormous joke to him. The claim about having Isaac Low-IQ train him was so obviously a lie that it was just an absurd statement.
Fury's the muffin-top man that cried wolf. Sooner or later he's going to get his comeuppance, and it'll come against an unlikely foe.
I'm really looking forward to December when Fury faces a legendary kebab shop worker, I think I'm going to put in some overtime to pay for the PPV, this is not to be missed.