I agree completely. I think an even bigger factor against it happening anytime soon is actually the over-the-top homophobic locker room atmosphere in most of these sports. Hockey, football and basketball are the three worst, in my opinion.
The reason I brought up hockey though to start is that Brian Burke, the current manager of the Toronto Maple Leafs (I'm Canadian eh), has been thrust into a position of leadership/advocacy for openly-gay athletes ever since his son died in a car accident last year.
Some background: Brian Burke is a former player (not very successful), former coach (quite successful) and current GM in the NHL. His style in all three of these positions has been a classic bruising style of hockey. Find a skill player, find someone to pass him the puck, then surround them with enforcers to protect the scorers and fight as needed. Classic 'old-school' type coach/GM. Anyways, his son, Brandon I think, a former minor-league hockey player with a position in the NHL to boot came out to him a couple years back. Brandon's plan, upon coming out to his father, was to work to create a more accepting environment for gay hockey players and gay athletes in general. A lofty ambition no doubt, but one he would not have a chance to complete after dying in a car crash just a few months after coming out to his father.
The silver lining in all of this is that Brian Burke has thrown his weight behind this issue as a kind of tribute to his son. He's marched at Toronto Pride ever since, and has done speaking tours around the city and country at high schools and elementary schools. With his old-school hockey roots and considerable heft around the league, he has as good a chance as any to effect change.
Thought that was a cool story, sorry it got long-winded.
p.s. I think that the change will come slowly at first, then come quickly (hehe) as soon as a superstar level player comes out. Think what would have happened if Dan Carter came out instead of Gareth Thomas. Don't you think their would have been a cascade of players thinking: "well, if he could do it, and he's a superstar of the game, then I could do it for sure." Just a thought.