I suspect it's an issue worth exploring if one's doing high end studio work for the likes of a Rolex ad, large portraits for magazine covers, or reviews of high end equipment. With sports, wildlife, or landscape images, high depths of field are desirable, so there's probably some room for slop around ones central target. With Cookie and the relatively stable critters she chases, her focal point is typically the eye. When the highlights are sharp, she's a happy camper. If one can count whiskers or eyelashes and the critter was 50 yards away, I consider it nailed.
The capabilities of today's lenses are absolutely amazing, but one still faces the challenge of dealing with motion in your sports settings. If one is noticing a systematic pattern of focus either in front of or just behind his targets, then it's probably worth a look. Cookie will occasionally take a stab at birds in flight or some other similar action, and most of the blur is due to insufficient shutter speed and/or cameral motion as one attempts to track the subject. It would not surprise me among the pros to find some that use one super tuned camera/lens combination when Richard Petty is approaching and a second as he's departing. Don't want to put that much science though into something that's a hobby here.
Good luck out there and put up some pics,