Its not just sportswear, but about clothing in general. I have Muslim friends who told me that there is a section in the Qur'an which deals with women's clothing (what is appropriate, etc..) ...I do not claim to be an expert on this so I apologize about possible misinterpretations.
Its just a matter of different beliefs and even though religious scriptures are being reinterpreted to suit modern times, there are some old traditions which still give each religion its unique flavour.
Sorry for sounding like a textbook.😛