Canelo is just prideful. The jersey has the flag on it, so in this situation it's the same thing. It's the World Cup. A lot of people will have a lot of pride during stuff like this and many don't like seeing any type of disrespect. Only difference is Canelo's a high-profile athlete as well so there is extra attention to it.
Lots of people everywhere in the world would be upset with someone burning or disrespecting their flag. Lots of people would fight/die over that type of stuff and many do in real life. But from the sounds of it Canelo is overreacting because he saw a fake post being shared and thought it was really from Messi.