I recall a couple episodes of The Girlfriends spin-off show, The Game, being dedicated to a closeted--then ousted--pro football player. The show touched on a very controversial subject of gays in pro-sports.
A quick synopsis of the episodes' storyline (most gotten from afterelton.com): The quarterback, Malik's suggests that their marriage went sour because Malik is gay (he's not). His teammates give him some good-natured ribbing but things get complicated when, after a party with the boys, his teammate Clay makes a pass at him. Malik goes into full-on gay panic mode despite Clay's insistence that it was a misunderstanding, and eventually outs Clay to the team during a game. Clay is benched by the coach and the team goes out onto the field to finish the game, leaving him alone in the locker room as the crowd roars outside. Following episode deals with the team's management attempting to create a "positive spin" or image of having a gay player which further raises issues among the team.
These featured episodes touch on many reasons beyond just personal shame, embarrassment, or masculinity for why a pro-athlete hesitates to accept or reveal his sexuality. It reveals how a team reacts to the revelation of a homosexual on a team. Malik refused to play if Clay was behind him in the scrimmage. Furthermore, even the coach benched Clay after he was ousted. The closeted player fears ruining the dynamics of the team which can hinder every team-members' success. The teasing and taunting by teammates is also enough to scare a fellow-athlete from revealing his sexuality. When the rumor that Malik is gay was brought into the spotlight, the team pulled an elaborate spectacle mocking Malik [preforming a satire of "Its Raining Men"]. As a member of the team, Clay would see this and would become apprehensive to ever reveal his true self to them. Finally an athlete would fear outting himself to his team because the image of the entire team would be affected. The episode in which the management team steps in after Malik reveals Clay's sexuality, the team works to create a "positive" spin on the case so that they don't lose fan support and endorsements. The fact that a team works to rectify something that is not negative and does not need rectifying would be unwanted attention to the athlete at hand. He will be responsible for the image change of the team and responsible for the extra effort of management to "spin" the situation into a publicly suitable light.
I wanted to post a video of the prank the team pulled on Malik when gossip spread about his sexuality so that a glimpse inside the locker room would reveal perhaps why an athlete would fear telling his team that he is a homosexual pro-athlete.