Body fat % is more accurate than BMI when it comes to gauging health risk, but it is also a lot harder to estimate/calculate so BMI is generally used to estimate risk factors. This is a problem will all BMI-based metrics, and it's worth noting that BMI is not one-size-fits-all. Different body types (muscular vs lean, for example), different ethnicities/cultures, different genders, all have different definitions of a "healthy" body and BMI isn't able to take all of that into account. That's not to say that it can't be useful, but take it with a grain of salt when it comes to interpreting BMI across different fields.

There are many different "athletic" body types. A distance runner doesn't look like a rugby player. There are some athletes in certain sports who have an "obese" BMI while maintaining low body fat but those are a tiny fraction of the population. (Most people underestimate their body fat percentage.)

BMI is accurate enough for a general population risk screening tool. We aren't dealing with precise numbers here anyway, just approximate ranges with significant differences between the results of various research studies.

On an individual level excess body fat is a critical risk factor for COVID-19.

https://www.ncbi.nlm.nih.gov/pmc/articles/PMC7430889/

During my Personal Trainer course a few years ago it was stated that an athletic build does not affect BMI

AFAIK some athletes may in fact be (somewhat) overweight according to BMI yet still are unlikely to suffer from health problems related to weight gain. An example would be ice hockey players, a large proportion of whom probably have a BMI in the overweight range but who are very fit. A relatively large proportion of their extra mass is muscle compared to non-athletes.

This is probably the minority of athletes, though, so it might be a fringe case rather than something that should be taught as a norm. I also don't know how that relates to COVID.

Terry Crews is 6'2" and 245lbs. That's an obese BMI at 30.6. Does he look obese to you? Fat is heavy, muscle is even heavier, both will cause your BMI to go up. Obviously most people don't look like him so really the BMI figure kind of stops being useful when you have significant muscle.