jomifl
As you wanted figures.
I've done a quick count of the names listed on the Wikipedia page.
There are about 160 names listed.
The estimates for the number of LGBT people in the the UK currently stands at about 1.5% (if you believe the figures from the ONS).
Let's take that figure as being roughly the same worldwide - that gives us a basis for one part of the calculation.
Now, it's very difficult to establish the number of professional sportspeople across the whole world, but if there are 160 out sportspeople, then the total number of professional sports people across the whole world, can't be more than 8,000.
Now, if you agree with that calculation, then that proves that there are 'very few' out sports stars in comparison to the general population...because there are way more than 8,000 sports me and women in the world.
In fact, I've just looked up the number of professional footballer in the UK alone - there are around 4,500 of them.
Now, as you may be aware - there are no out footballers, so that means the number of out sports stars is minuscule in comparison to the general public.
But as I said before...everyone knows this.
You don't need to research figures to back up something that's common knowledge. For instance, if someone told me that five members of the British royal family were giraffes, I would not have to prove it by listing the genealogy of the Windsors.