Olympics, in all actuality, is an amateur competition. The athletes are generally not allowed to be considered "pro" during the year of the Olympics. If you win gold, you don't get prize money.
Really though - especially with team sports such as hockey, basketball, etc... this just isn't the case anymore. Even snowboarding, the competitors can compete in whatever comps they want during the year without worrying about getting kicked off the olympic team.
So the answer is no. Technically, they shouldn't really have individual sponsors in the first place.