It is very difficult to generalize and say that all athletes are or are not good prospects for entrepreneurship. There are reasons for and against the idea that they would be.
On the plus side, athletes do share some characteristics with entrepreneurs. They both need to be self-confident. They both need to be disciplined. Therefore, a high-level athlete might tend to be a good prospect.
On the minus side, entrepreneurship requires a great deal of mind work. It is not a physical endeavor. Athletes can, of course, be quite intelligent. However, they have generally not been trained to use their minds nearly as much as they have been trained to use their bodies. This can make them poor prospects for entrepreneurship because it means that they might lack the training and background needed for starting a new business.