If you are a great football player in an extremely important league, that means that:
A) there is a company or two making shirts and shoes with your name.
B) there is people going to a stadium, paying, to see you.
C) there is someone getting checks from extremelly huge TV contracts for the exclusive coverage of your best games.
D) you certainly become a celebrity.
E) because of the above, you most certainly earn more money by sponsorships than by your team.
Briefing, there is people making money, and people losing money, and people spending money, because of what you do. The players are the main actionists of any sports club, they are the ones that actually make the team get any income. Their salaries are justified.