Whenever they want. But just as people have the protest....other people also have the right to voice their opinions as well.
So while the sports players have the right to protest during the National Anthem (provided their employers allow it) The people who attend and view also have the right to protest the players protest.
Now most employers do not allow protesting while they are on the clock. (Unless you are a paid protester of course)
The point of protesting is to draw as much attention as possible to your cause. Getting arrested, fired from a high-profile job, or having the President tweet about it, all help make sure that your views are known.