UK is somewhat unique. As a football fan, I know way more than I'd like to about extramarital activities of the English Premiere League players. I don't read the Sun, but this knowledge permeates /r/soccer etc. It's probably related to the fact, that almost all the commenters who have a judgement about the family life of the sportsmen they've never met are British or American.
All countries have vulgar media, but generally they print personal stories only after there have been charges pressed, or someone got sued.
The distinction you are talking about is sports being included into pop culture. My remark was about media landscape. The thing Brits call "tabloid" (not referring to paper size) exists everywhere, it's just that football players may be deemed less worthy of gossips in other places.
All countries have vulgar media, but generally they print personal stories only after there have been charges pressed, or someone got sued.