Oh absolutely, it's also a part of the game. It especially goes for Conor, he needs to pump those pay per view numbers as he is still nobody in the boxing world. Floyd doesn't have to do a lot on this front as he invested both time and money in building his personal brand. However, I'd not underestimate the effect when these talks go over certain limits. These guys are fighters with tremendous egos and therefore with a slightly lower threshold for aggressiveness than you and me (maybe, ha, ha). It can be devastating if someone clearly starts to mess with the other's head.
RE: Floyd Mayweather vs. Conor McGregor