I can certainly see the argument in not creating a national holiday over something like that, even if it is memorable or noble. There are tons of things that we could have created national holidays over and didn't. 9/11, Peal Harbor. These things are recognized and remembered without giving a day of work to all gov employees.
Back to the subject, I assume McCain's motives are for the admiration of the pugilist rather than political motivation. He won't be running for president again anyway. I also would sign on if this injustice has been done. As a former boxer and MMA coach, I respect guys who have acheived greatness in the sport as well.