People who attribute professional mma success to only wins and loses are short sighted. People compete in professional mma to make money. Your value to a promoter, and how much you get paid, is based on your ability get people to watch you fight. Wins help that cause but isn't the only factor. For example, Kimbo Slice and Tito Ortiz are still getting paid more than most fighters on five fight win streaks not because of their excellent records but because they get people to watch. That is why the first lose didn't set back Mcgregors earning power, despite the dismay of haters. He maybe be even more powerful now than before the loss
In short, no, Conor will be just fine after a second loss to Nate. It will hurt but its quite likely he will still be one of, if not the biggest, draws in the UFC.