IIRC, Steve Nash wanted to play professional soccer but since there wasn't a professional pathway had to settle for playing basketball in college and later the NBA.

Why not both?

And sprinkle in some cultural differences (soccer is not that popular in the USA, so it's self-reinforcing).

Well, nfl/nba are focused on big guys, 6’3 and above. In soccer your height/mass doesn’t matter much so the talent pools don’t overlap. And baseball is the old man’s game that does not require any athleticism at all.