- Are they less important? No, arguably more so: our top brains are working on things like curing disease, fixing the global economy, and making new products and services that improve quality of life for billions of people
- Are they less in need of coaching? Unlikely, although not backed up by anything other than personal experience, I would say that it's easier for someone else to get the most out of you than for you to get the most out of yourself
One explanation is that sport is inherently more measurable, in two key ways. Firstly, the performance of athletes is easy to measure (e.g. time taken to do X, distance thrown). Additionally, the cultural importance of the sport is easy to measure (is it an Olympic sport, how many TV viewers does it get, etc). By contrast, intellectual performance is much more subjective.
Another possible explanation is that for intellectual output, the team size can be quite large, whereas for sporting events the number of individuals is in the low tens.
Regardless of these differences, it is a probable and desirable outcome that society expands that coaching skills it has developed into other spheres, particularly the academic/intellectual.
[N.B. leaders (e.g. CEOs, politicians) and actors also have support teams comparable to athletes]