a friend of mine was squash world #1. she paid her own ticket. she won the qatar sponsored event as #1 and stayed #1. she sat in the back of the plane both ways, and paid for her own ticket.
i have also known sailors who have competed. they paid their own way over and back.
guess it depends on the sport. i had posted elsewhere as to whether some of the seats were pulled out to fit the basketball players into the plane.