I believe a lot of swimmers go sly because the are in water and this is a great haircut, low maintenance, plus might help with the speed.
Regarding arms and legs, I guess football players chose different hair removal techniques because the interaction between skin, hair and grass feels kind of bad when taking a fall.
I suppose gymnasts chose to remove their hair from arms and legs because esthetics.
Most probably there are a lot of other sports where this comes as a job description, just that nothing more pops in my mind.
