You turn off IS, because during sports, there many times you raise the camera up for action to snap a shot (or series) immediately, and you don't have the luxury of waiting for the IS to stabilize. IS can actually hurt results, and why the heck would you want the battery drain if your shutter speeds are 1/1000th or more.
Definitely turn off the IS... Save your battery, save your IS wear and tear, and no tossed images due to IS messing up the result. There is absolutely no advantage to leaving it on. Many will argue the opposite, but after nearly a decade of shooting sports, I have found no situations where I wish I had the IS on, but several where I realized I left it on and wish I hadn't.