One reason that some of us doubt Dook Goo Kau Bai's claims of invincibility is that we don't know the caliber of opponent he faced during his lifetime. It was said that he faced the best warriors of his era and defeated them all. How good, however, were the best of these warriors? Were they as good as the Greats of L/ROCH? Better? If these adversaries were so powerful, why were their names also forgotten in wulin mere decades later? Surely, Central Divinity Wong Chung Yeung was old enough that he would have heard stories about Dook Goo Kau Bai and his adversaries.
Second, what would Doo Goo Kau Bai's reaction be if he'd actually met a superior martial artist and was defeated? Would he really be as delighted as he imagined he would be, or would defeat be bitter to him...making him obssessed with finding a way to defeat the opponent who had defeated him?