TOKYO—It’s common for stress to get to professional athletes, but U.S. women’s soccer player Megan Rapinoe has been dealing with a recurring nightmare: winning the gold medal and having to hear the U.S. national anthem play. “Aieee! The anthem of my most hated country!” she would hiss and scream as the anthem played. “The one that won’t pay me fairly!” “Such a horrible nightmare really takes a lot out of you,” Rapinoe told reporters. “It’s started to affect my performance... which I guess is good, so it makes sure that nightmare won’t happen.” It should all be over soon, though,...