[_Seth]

I used to work in car insurance so the legit answer is because if a professional sports person is injured in a car accident and can't play the sport, that could result in a huge loss of earnings that may have to be paid out. If a high end footballer's leg is broken in a car accident then that's a huge risk an insurer doesn't want to take on.

Also there is a risk of vandalism by the opposing team's fans.