Rep. Tom Osbourne could pick just about any office serving Nebraska and it would be his for the asking. He's still worshipped in that state like JoePa is around Happy Valley.
Tommy Lasorda is another standup conservative.
Rush pointed out a couple of years ago that more and more NFL players were/are becoming conservatives(at least fiscally) because they saw their contracts being shredded by liberal taxation.
Mike Krzyzewski is another up-front conservative guy. And as a group, golfers are about as Republican as you can get. I agree with you, there is something about seeing your paycheck obliterated by taxes from which you receive no benefit that can make an otherwise apolitical athlete a Conservative. Also, I think the emphasis on achievement makes athletes naturally right-wing, whether they are even aware of it or not. I had forgotten, although someone pointed out here, that Doug Flutie is one of the few genuine liberals among athletes -- a big Hillary Clinton supporter. Hard to believe. The only other liberal athletes I can think of from the past were people who were emotionally maladjusted, like Jim Bouton or Bill "Spaceman" Lee.