Rocky isn't world class but he isn't a bum, he knew he had no chance in there and a loss against Canelo is absolutely no shame for any fighter.
When all is said and done, when he's an old man, he will get to tell his grandkids that he headlined at Madison Square Garden against a potentially ATG fighter. And he got a nice few quid for doing it. Why would he NOT take such a fight? I reckon he's going to fight De Gale next year who is clearly on the slide and I wouldn't be surprised if it was a hell of a lot closer than people think.