Stadia get more focus because in most cases (MLS aside) both the owners and players are extremely wealthy. It's not common for other businesses to spend half their revenue on 1-2 dozen vastly wealthy employees. Other businesses that get subsidies can appear to generate more jobs for regular people. Which might not even be true but that's the perception.
As for your last point, why the hell should the federal government subsidize bidding wars between different states, regardless of the business? First of all, special deals are inherently corrupt. If your state's taxes are too high to attract sufficient industry, then lower them for everyone, not just the politically connected. If they're not too high, then -- again -- don't give out special deals to the politically connected. it's even less justifiable then. Besides sports, the other industry that gets a ton of subsidies and cheeses me off is the film industry. It's high profile just like sports because politicians love photo ops with athletes and actors. Meanwhile some schlub who wants to open a metal works and doesn't have a major social media presence and an ability to get interviewed on E! pays full freight. It's corrupt bullshit.
Apart from that, if company X is playing 2 states off against each other as to where to build or expand, the federal government should not care who wins or subsidize either or both bids. The idea that something subsidized by the feds is free money for states to take advantage of is costly nonsense.