I'm judging from the 'draw' with Wilder. Though he disagreed strongly with the decision he was respecrful to Wilder. But you have a point as he is a bit egotistical.
I honestly don't think he'd be a bad loser, as the draw showed, he just accepted it and went on with life. In some ways finally losing might take the burden off his shoulders from being undefeated and having to maintain that sense of invincibility. He'd probably use humour to deflect from it, call himself a useless dosser and laugh at himself. While he can be egotistical he can also be very self deprecating.
Watch his loss to David price as an amatuer This content is protected Fury is a great sportsman and is super sexy
He'd be a fine sportsman and congratulate the man who beats him and give thanks to God and kiss his wife and kids and go home to count his money. That's my guess.
That's pretty much how I see him. I think he'll be just as larger than life at losing as he is at winning I could imagine him say losing To Usyk on a UD majority, and after the official ring announcement grabbing both the Mic and Usyk's wrist and saying something like. "There's no man born of his mother that can best me.....no one...apart from this man!". And then hold Usyk's hand up. He may then say something like. " No excuses from me...I lost to the better man on the night... But I'll be back!! " He could even then break into a song. Ya never know with Fury.
It's not just personality, but also how the fighter loses. Fighters react different when it's a KO, split decision, unanimous loss or robbery.
I think Fury would be fine in most circumstances. I think people are hung up on him being egotistical but many boxers are. He took the draw pretty well and that's an indicater of his personaility considering he was clearly robbed.