Those who suddenly collapse in their mid twenties - they are more likely to have a condition called hypertrophic obstructive cardiomyopathy (HOCM) which can be related to genes.
A true heart attack(myocardial infarct) for a person in their midtwenties would be very rare. Another condition called Type I hypercholesterolaemia would be a culprit here.
For myocardial infarcts at the age of forty or above, one has to take the risk benefit ratio. Taking up a vigorous sport in after years of inactivity is not a good idea. It was not uncommon to hear of exactly this happening in people who took up squash. And again, I have heard (though not researched) that the benefits of exercise are lost after a peiod of inactivity. i.e. regular exercise is OK but when you stop, the long term benefits are lost.
Of course, you are going to hear of people collapsing on court but you don't hear so much of the people who collapse doing everyday activities (and how often does it happen?). And you definately won't hear about the people who DON'T get a heart attack from exercise. (get the idea?).
Peronally, I think those people who smoke and play are at a real high risk.