Athletes have the right to come out if they want to and should not be penalized for it. Usually coming out is a career-ending move, but that's because society hasn't come to terms with this yet. Being gay won't affect how you play the sport anyway so it shouldn't matter whether you are or not
Being gay isnt something anyone should be ashamed of. Just because a pro athlete is gay doesnt make him any less stronger, faster, fitter than anyone else, it solely concerns them and their love life which should have nothing to do with sports. But unfortunately these athletes might get harassed by the media and might lose some close minded fans.