I think it's a little silly, but frankly, so's a lot that goes into pro sports.
I think it depends on what they actually say.
I have heard sports figures say things like... I just want to thank God for this victory... etc. And I think that's inappropriate. God doesn't care who wins or loses sporting events.
Yet when they say things like... I want to thank God for this day and the strength and wisdom to compete... etc. I think that type of comment is very reasonable.
In other words... thanking the the things in your life that help you be a better and more successful person is completely logical in my opinion. Parents, spouses, children, friends, family, God, are all things that help successful people be successful. It therefore isn't unreasonable that athletes thank and acknowledge those types of influences.