Part of the reason is that he knows he is maintaining a character of sorts with his $$ talk, so he keeps it up to maintain this inflated archetype of who he is.
People don't follow complex personality types too much when it comes to entertainment, it gets confusing. It's easier when the person has a certain essence or character trait that permeates through every seam of their being, it becomes who they are.
Conor knows that and it playing the game well. Watch this video about the election/Donald Trump. Conor is doing the same thing as Donald is, IMO. Playing an extreme character, knowing it is what drives interest.