Its manifestly immodest.
You cant have one rule of modesty for Church and another for sports.
It’s important to dress smartly for church as a mark of respect on the sabbath and no need for sports gear! Wearing sports or dancewear is absolutely fine for Catholics when engaging in sport or dance activity… only a few on this group seem against it. All priests I have spoken to think it’s perfectly acceptable (I’m talking Latin Mass priests, including SSPX). We Are Not Puritans.
I am realising from this group that some American trad Catholics have a puritan mentality. That’s rather worrying.