My son is a bit like this although at 7 he wants to train for kids triathlons you know a run, bike ride and a swim so this has inspired. He tends to like more individual pursuits rather than team sports. He also plays chess at school and really likes this so that might be something you might like to look into.. It might just take a bit more time for your son to find something he really likes.

Personally I feel there are too many structured activities around these days that start at a very young age. Some children just aren't ready for these at 4 or 5. So long as he plays and is active, he will be fine