Actually McEnroe and Borg were friends since teenagers and have remained life long friends. That however is, by far, the exception to the rule.
This is in fact a case that rather enhances my statement of it being perfectly possible for rivals to be FRIENDS rather than the opposite, as the media would like to make ignorant folks think.
Same thing happened with Navratilova/Evert (which I still think is the BEST EVER tennis rivalry). The press continuously trying to push the 'rivalry' into the public's faces, whereas both of the ladies could only think, 'what the HECK?'