Borg's phone call to Fed in 2001 has been described as only half serious by Borg and Roger himself. Maybe he wasn't ready to have his record broken yet, I don't know.
Since he's now turned 50 maybe he's gotten a new perspective on things and was prepared to accept his record being equaled. After all, Borg did reach six consecutive finals so if Fed loses before the final next year that part of his record will still be in tact.
Interesting to hear Borg say time and again that he's happy it's Roger breaking his record because he's such a nice guy. Maybe he didn't feel Sampras was such a nice guy?