Like I said I don't think it is a licencing issue - you can import Yahoo calenders into your Google Calender and they go across to the phone fine - I've just this second pulled the Atlanta Braves schedule into my phone, and it took like 2 minutes to find and import. The difference is once they're in Google Calender, the Google ones are HTML only, whereas the Yahoo ones are HTML, XML and iCAL. I'm convinced the problem is that HTML only calenders are not syncable.
I don't see what the big deal is anyway, the Yahoo ones are just as good, can be imported into Google and DO sync. I suggest the guy above who follows a bunch of teams takes a look at Yahoo and see if he can find his teams there. I don't think they do Soccer calenders though, so you'll have to find somewhere else for your Arsenal and Blackburn Rovers calenders (check their websites, because I know Spurs offer a calender on theirs that syncs to the phone).