Before WWII most women stayed at home and were homemakers. Some were secretaries, receptionists, or store clerks. For the most part the men were the main bread winners so there was really no reason for women to work like they do today.
Some of the things that women would do would be to take care of the children so they would work way less hours than a man if they did work. they would do most of the chores at home. Sometimes they would even be their children's teacher if they couldn't afford schooling.
If women were barely even in the work force that means that professional sports were nonexistent. It was even frowned upon. Women especially wealthy women were not supposed to exert themselves too much because they thought it would affect their fertility. Although in at the college level they made certain sports the epitome of femineity. Those sports were tennis, croquet, archery, and bathing-beauty swimming. None of which were baseball.