Simply kicking/throwing the ball around the pitch is no longer where a sportsman career begins and ends. There are the lucrative endorsements and sponsorship deals which can double/triple a players income....
It is very often the Bean-counters at these businesses who will advise that 'coming out' will damage their own brand and thus threaten to withdraw said endorsements/sponsorship.
You may feel that making 'coming out' some sort of declaration is unnecessary but it is a way of letting people around you that they'll not be seeing you with a woman on your arm any time soon/at the Christmas party/at a social event; telling people in advance can often stave off embarrassing, and therefore quite often hostile, situations.
It was widely trumpeted in the press at the end of the last football season that 2 'well-known' players would be coming-out before the new season kicked off.....it doesn't seem to have happened.
I am sure that the sports-watching public of the UK are able to watch a match without the sexuality of a player being the uppermost thing in their minds.