Do you realize that the majority of feuds The Undertaker have been in since his 2004 comeback...?

It's to build the emotion. If you are rumored to get into a fight and you decline, somebody will say "You're scared". Yes or no, you'll most likely deny it. All these people do, it's just building on the basis of reality and how people react to fear. We all feel it but we don't want to admit it incase others think we're weak, different or just embaressing to be near, et cetera.