Cutting to the heart of the question - why do we have this impression?
Having two daughters, and having coached female youth sports (primarily softball, but a little basketball and soccer), I do agree that younger sister has an advantage. Doesn't mean that the younger sister has the talent, physical ability or interest, but, she has a big advantage in exposure.
Younger sister has sat in the gym, on the stands or sidelines, watching the older sister - absorbing the game, the skills, the excitement and energy. She's tried to emulate her big sister, maybe even practicing free throws or throwing a softball around with her, kicking the soccer ball.
She's absorbed the rules and customs of the game, some of the expectations, how the coaches behave and the officials "see things".
Not always true, of course - circumstances may intervene, or little sister may instinctively resist the older sibling's path. But, there is a big advantage in potential exposure, at a younger age, if little sister wants to take advantage of it.