It's an interesting article, but had little surprise for me. These professional sports are made up of guys who are by and large type-A personalities. They like excitement and adventure, and the shooting sports can provide it. At the same time, these athletes are the kind of people who, like us, appear to want to take care of themselves and their families/teammates. They are absolutely right that with the money that they very publicly earn, and some of the intense emotional responses their playing generates, often against them, it's as reasonable for them to recognize a need to be armed for protection, as we all do.
What I appreciated is that many of the players interviewed seem to recognize firearm ownership as not only a personal choie, and also a right to do so.