Do they think it's a sport? From what I can see on places like r/Chess and Chess.com that's far from being the case; at best it's an ongoing debate. Mostly though it seems to be a matter of marketing, not by the average player, but by the industries which cater to them and want to grow the game.

For me though, I think a good test is that if you can play it via long-term correspondence, it isn't a sport or any sort of athletic activity. I don't feel like gatekeeping sport as strenuous physical activity, but there surely has to be at least some somatic component.