It is odd how your mind works isn't it.
I would wager that there is little difference between masks in a supermarket or at a footy match.
Supermarket is indoors but people are more spaced out (compared to footy stadiums anyway). Social distancing in shops is not always easy, but more manageable than at footy.
The main issue with the footy is the airborne transmission. Although people are outside they are not distanced and there are a lot of very busy bottlenecks through the stadium. The Delta varient is highly transmissible sadly
so if you think about thousands of people all close to each other singing, shouting etc for 90mins plus there is a lot of risk.
However most masks protect others from your plague but won't protect you
so if you are in among thousands of maskless people you kind of ask what is the point
Both places have a LOT of touch points but a bit of hand gel and social distancing negates most of that.
That ^ is the logic however if you put me in a seat at Anfield watching that Salah goal I would risk my life to cheer and sing