Most baseball players aren't just see ball hit ball any more, I don't think. A lot of them study plenty of film.
I can't see any particular demographic reason why any of these groups would be smarter than the other, really.
I could also argue that anybody who wants to play NFL football and jeopardize their long-term health is about as stupid as they come. If you look at it that way, football players and boxers or UFC guys are easily the stupidest.