Alice Cooper has been a golfer for decades.

It is common because it is exercise (a good walk spoiled), it is fairly expensive and fairly anonymous. And you can do it during the day when not on stage. There are a lot of clubs around the world.

Pete Townsend was (is?) a well respected serious book reviewer. I guess he wasn't into spoiling good walking.

Musicians at their level have a lot of time on their hands in strange towns. Tom Jones has to have a bodygaurd because he likes to go shopping. In olden days the bodyguard would probably be called a gentleman's gentleman or emmanuensis.