Maybe the line is clear between an official team coach and an individual athlete's coach, but there are 2 types (at least):
Team coaches selected by the national OC who coach a team in a team sport (e.g., basketball).
Individual coaches, such as someone who works with a sprinter who qualified for the 100 meter race.
In the second group, not marching makes sense; in the former group, one can make a reasonable case for their inclusion.