Correction.
Horse racing is a sport because you can bet on it.
I think you meant that jockeys are not athletes.
Agreed that jockeys aren't "athletes", but that doesn't mean that you can only bet on "sports".
Other gambling opportunities that fail to qualify as "sport":
Poker
Bowling
NASCAR
Everything in a casino
The over/under on "dicks in AWK's mouth" on any given Friday night