It's strange, because it comes down to the way the sport is governed and run, and who has the power. There are various models across different sports, and I don't know if you could say that any of them are particularly good:
Football:
FIFA control the global game and the World Cup, but don't have very much cash.
UEFA control the european game, and the Champions League, so have oodles of cash.
National Leagues tend to be controlled by the clubs - some leagues have money, but not much power.
Clubs - loads of money, frustrated by lack of power and variability of income streams.
Corruption - everywhere.
Cycling is worse, because it's run by the UCI, the power/money lies with ASO, and the teams are kinda fungible depending on raising funding from year to year. There's not all that much money about, in part because of all the fighting?
NFL is the opposite, in that the franchises own the league, and the whole thing runs as a sort of cartel, but without the ruling bodies getting in the way like football. Tons of money.
Rugby union varies massively from country to country, but there isn't all that much cash around, and I don't know if the club game breaks even anywhere.