They do need some sort of physical activity but it doesn't have to be sport or in particular competitive sport. But an interest in some sort of activty (doesn't have to be physical, could be something like Art) is really good for them.
DD1 & DD2 have a love of gymnastics. Not necessarily super competitive as DD1 is just doing Level 2 Prep at the moment and DD2 plans to start Levels next year. They are both in a Team as well. While DD3 just plain wants to get better at swimming (loves watching the Olympics atm) and I might look into some extra swimming for her soon. She also does recreational gymnastics just for the fitness aspect and has no interest in doing competitions.
DD2 & DD3 do also get a taste of team sports through school and quite like what they have done so far. DD1 prefers other forms of sport at school. Did Yoga for a while.