You have a point, I think Fury is a very good fighter but to say he is absolutely unbeatable isn't true. Many people thought he lost to McDermott in their first fight for 1, the Wallin fight he was cut up and risked being stopped, got knocked down by Wilder twice, by Cunninham (who was previously a Crusierweight) and also Pajkic. Overall he also hasn't consistently fought top level competition.
I do think he's a talented fighter with a good skill set and his natural huge size is a major advantage but unbeatable? Nope. He got beat around 3-5 times in the amateurs I believe and got knocked down/or lost to David Price I believe too in amateurs.
This doesn't mean he won't end up being the best of the current bunch, we don't know yet, but people get caught up in the invincibility hype, none of these current fighters are invincible. Fury looks to me is trying to create the illusion of invincibility by beating AJ and then possibly retiring undefeated, but if he stayed and fought all the top contenders he'd eventually get beat too. The AJ fight is intriguing cause it will be the best fighter he's fought, AJ battered him in sparring when AJ was an amateur. Both have improved since then though and of course sparring is different from a fight, but AJ if he fights well has the ability to cause him problems.