The short answer is that the Sportsnet app doesn't have Chromecast support because the company that makes the app, Rogers Media, has not yet added that feature.
The longer answer is that, as of right now, there are only a handful of apps that support Chromecast. So, it's possible that Rogers Media is simply waiting for more people to have Chromecast before they add support for it.
If you're really itching to use the Sportsnet app with Chromecast, you could try using a third-party app like LocalCast or AllCast. These apps will let you cast any video from your phone to your Chromecast.