I think it might also have something to do with being a recognised part of a group who would certainly be capable of punishing the bully.

Interestingly, there's a young diver here in the UK called Tom Daley (got a medal at last year's Olympics). When the media frenzy about him kicked off a few years ago, he got bullied at school. However, diving is a pretty solitary activity and he certainly wouldn't have had a team with him to prevent this.