I think it's a habit, rather than the rule. I didn’t know that there are manuals to regulate the use of honorific title for public figures such as sport-players and entertainers like 「記者ハンドブック 新聞用字用語集」. But actually we don’t add “さん” to celebrities in all kinds of fields, not only sports and entertainment, but also politics, literature, business, and so on.
When we talk about famous celebrities like 長嶋茂雄、王貞治、美空ひばり、川端康成、村上春樹、 孫正義、and 田中角栄、we don’t add “さん – Mr. Ms”, regardless their reputation and high status as an enlisted player in the Hall of Fame, national heroine of singer, Nobel Prize winner, Forb’s 500 enlisted businessman and famous politician. We call this practice "呼び捨て" meaning to call one's name without 敬称 - honorific addressing. But this is permitted in informal statement.
I remember TV media once called baseball players and some other sport game players by suffixing さん to their family name, like 清原さん during the sport news time at a period a couple of decades ago. But they stopped doing so because it sounds so superficial, awkward and odd to audience.
In a formal statement, we use "氏" like 安倍氏、孫氏、高橋氏, or the titles of personalities for examples, 安倍総理、孫社長、高橋監督、not 安倍さん、孫さん、高橋さん.