He says it definitely makes sense, though.
The widely hyped 21-year-old picked up his first pro win on Saturday, in the form of a one-punch knockout. The featherweight bout took place on the Bellator 183 main card in San Jose, California.
Even though it was only second career appearance for Pico (1-1), there was a lot on the line. His highly anticipated MMA debut three months ago at Madison Square Garden resulted in a disastrous 24-second loss.
"I watched tape of myself saying that in the back and I really meant it," Pico told ESPN. "I know there were people out there saying I was all hype, but I'm here to stay.
"That knockout was a message to everyone in this division. I tell everybody that this is my life, this is what I love to do, and I'm going to be here for a long, long time. They're all on notice after this weekend."
Although nothing has been announced, Pico said his management has already told him he'll be on Bellator's previously announced Jan. 20 event at The Forum in Los Angeles. A welterweight title fight between champion Douglas Lima and Rory MacDonald will headline the card.
To date, both of Pico's opponents have held significant advantages in experience. He doesn't know who his opponent on Jan. 20 will be, but he is comfortable with keeping that trend.
"My mindset is that I'm up for the challenge," Pico said. "If they find a guy who has more experience than me, I'm up for it. Maybe sometimes I get too crazy with that, but I enjoy it. There are a lot of young guys out there who say they want to be champion, but when they get offered a fight say, 'No.' Obviously I want to be smart, but I'm very confident."
As far as last weekend's victory, Pico says he "loved" the final shot -- a devastating left hand that knocked Linn out cold -- but saw plenty of areas he needs to improve along the way.
Before the finish, Pico had Linn hurt along the fence and might have gotten a little reckless, which opened the door for a heavy right hand by Linn. Pico says he'll continue to focus on slowing himself down, something that came up in his debut as well.
"I'm in this to be a world champion, so in my mind, everything has to be perfect," Pico said. "I brawled a little too much. I had him hurt and he threw that one overhand right and it landed.
"I wasn't rocked, but it made me step back and tell myself to not rush. I was talking to people about it and they said, 'Sometimes you'll be in a flurry, hitting a guy 10 times, and he's always going to have that one shot he throws back.' Had he been a more powerful guy, maybe it would have stunned me. I just need to be aware of that one moment where he's going to swing back."
Pico's career already feels rushed, but that's unlikely to stop given the amount of attention he's received and the stunning finishes (good and bad) in back-to-back fights. He intends to take one week off to spend time with his new horse, Canelo, before jumping back into camp for early 2018.
"A lot has happened in the last two years," Pico said. "Olympic wrestling trials, ACL surgery, Madison Square Garden -- now this knockout. I'm improving through all of it. There's really no catching up to me by the time I'm older, with this experience."