Walk out of the stadium and demand a refund... Stop attending the games and let owners know why... Stop watching the games, if you haven't already done so (lower ratings will hit advertisers, then stations, then teams)...
Management and coaches can bench the players (or dismiss for cause, if the contract has the "behavior / harm clause") no matter how "valuable" they are, which will result in them losing value next season now some professional players may not care because they are "rich enough" already, but for most and for college / school players it will be an irreparable career hit.
And don't call it boycott - EVERYBODY can simply "exercise their rights and freedoms," not just spoiled brats.
If the spoiled brats don't mind the hit to their pockets and their reputation by exercising their "rights and freedom" to display their politics and ingratitude instead of their sport skills, so be it.
BTW, the police can't usually walk out on the game because most of the teams are paying for "security / police protection" either to the city, if they have a contract, or to the off-duty and/or retired police officers who often supplement their income this way and may be under contract.