Season 1 and A's Nanoha WAS bad at sports, on StrikerS she's an experienced soldier with physical prowess enough to catch Teana's blade barehanded(even bleeding from that) or be able to block freakin Subaru. It would be extremly weird if she results to be still clumsy at sports by that point.
Actually Nanoha still might not have good skills in sports since it requires more than physical prowess. Try making runners shoot a basketball, not all of the best physically fit ones will be able to do it well.