Imagine if Roger Federer walked off the court during a match at the U.S. Open and left the stadium without explanation.

That’s what happened at the U.S. Open Squash Championships in Philadelphia last month. After playing barely five minutes, Ramy Ashour, widely regarded as the world’s most technically gifted squash player, offered his hand to his opponent, stepped out of the glass court, picked up his gear and exited the building.

The...