For context, to my knowledge, passports for Gazans are issued by the Palestinian Authority in the West Bank. These days, they have little ability to actually provide passports to Gazans. Even if they could, it wouldn't matter, since Gaza's airport was destroyed by Israel years ago. To leave, they need Israel to issue an entry permit (visa) into Israel, but I would be surprised if they are still issuing any during the war.

I don't know if Egypt would normally be able to provide an alternative route for athletes, but the Rafah border crossing is closed anyway.