Obligation? Absolutely not.
Some athletes do seek that role in society and fulfill it well.
But it's true that, whether they want to be or not, athletes are generally expected to uphold that kind of behavior. Some that don't want to be resent being held to that standard, and I don't necessarily blame them.
I don't personally buy into "they make millions of dollars, setting a good example for our kids is a small price to pay for that."