https://en.wikipedia.org/wiki/Caitlyn_Jenner
If this article were consistent it would say "she won the men's decathlon."
I would think that makes the most sense. Bruce and Caitlyn are public identities of the same person. She's Caitlyn now; the events refer to her past, so female pronouns make sense. Her birth name and the fact that she is transgender are likely captured in her entry, so I would think it cleanest to stick with one set of gender pronouns throughout the article, and provide additional context as needed. To me, this is not a transgender issue, but rather a matter of how I would prefer to see information organized. For instance, the article on Jacqueline Kennedy Onassis refers to her by several different names throughout based on which name she held at the time of the events being described. I'm not a fan of it, but I can see arguments for doing things that way. It would be nice if wikipedia was more consistent with these things, but that's not really it's forte.
Do transgenders (especially late bloomers) demand that for biological gender activities (male sports as example) they engaged in that their trans-gender pronouns be used for it as well?
It depends on the person. I don't care deeply, but I think it is odd to refer to the events of my past with male pronouns in most contexts. If the speaker, however, decides to use male pronouns in reference to events which happened when I lived outwardly as a male, I am not disturbed by it. There is so much other shit to deal with that this particular issue ranks very low on my priorities list. That said, I am referred to with female pronouns, and that is part of my past, so female pronouns are more reasonably applicable. There are some things which may seem a bit odd when no context is provided; however, the simple solution is to just provide that context.
There are a number of reasons why transgender people would not like their gender assigned at birth revealed under any circumstances. A transgender man, for instance, may pass extremely well to the point that almost no one in his life knows he was assigned female at birth. Using the wrong pronouns when talking about his past, or telling stories which reveal his previous gender designation may expose him to unnecessary prejudice, discrimination, psychological harm or physical harm. While no one can completely erase their past, if you can avoid outing him against his wishes, avoid outing him. That doesn't really apply to Jenner. She was a celebrity as Bruce, and she transitioned to Caitlyn in the limelight. It's all out there for people to see and that cannot be take back at this point.
Insistence on using female pronouns in all contexts likely has more to do with reducing confusion and dissent from those who do not understand what it is to be transgender, or refuse to acknowledge her transition. It is, perhaps, a cultural battle of sorts. For me, personally, I don't get uptight that friends and family don't always know which pronoun to use, or that they default to male out of habit from time to time. I was thirty-one when I started hrt, and I'm really not very far along in transition, so I look somewhat androgynous. Some awkwardness and pronoun fuckery is to be expected. Where I would draw a line is if a person seemed to actively use male pronouns as a refusal to acknowledge my transition regardless of whether they were describing the past, present or future. It doesn't happen much for me because I don't associate with too many passive aggressive assholes. Other people don't have that luxury.
I apologize if what I am writing is kind of a jumbled mess. I'm trying to mash a lot of different thoughts into a few paragraphs in order to foster some understanding of the fact that different transgender people have different situations and needs, and that navigating these issues tends to come down to circumstantial considerations coupled with a fair bit of awkwardness.
Getting a bit more ridiculous, should Time Magazine or Sports Illustrated go through its digital archive back in the 70s and rename all mentions of Bruce/he as Caitlyn/she? Except of course sentences about competing in or winning the men's decathlon where on the last name Jenner would be used.
Perhaps if they are in the habit or revising past articles in that way, but I am not sure most people would expect that. Something like wikipedia is intended to remain up to date, so entries need to be revised as things change. An article in Time or Sports Illustrated is usually just capturing a current perspective for the current publication and is not intended to be updated in perpetuity. In terms of capturing the current perspective from when they were written, the articles were not erroneous, so I would think they would remain the same. I think this is more an issue of editorial standards than transgender issues.
Again, I may not be articulating my thoughts particularly well, but there aren't simple answers regarding the social issues surrounding the treatment of transgender people. The increased sensitivity around transgender people comes from a long history of us being abused and disdained. As time goes on and acceptance increases, the need to walk on eggshells diminishes, but considering bigotry can take generations to phase out, and the scars it causes can take an unreasonable amount of time to heal, we'll probably all be long dead before the heightened sensitivity around transgender people dies down to minimal levels. It would be nice if everyone could just be cool, but that's not how it is.