With "Hollywood" I think, while they are notoriously known as being very left-leaning, socially open minded, there is also a superficiality that plays a big role in that industry too. Everything's all about perceptions. Yes a 'true actor' could play any role, gay to straight or vice versa, but with so many of them it's the off camera stuff that seems to be the most important aspect of their lives.
With professional sports I think it's still about stereotypes, it's a very 'macho attitude, tough guy' driven world. Which is also dumb of course, but I think that's mostly why people stay closeted.