Just for some ballpark numbers: Let’s say that there are 20 teams in a league (on the low side, I think, but I’m too lazy to look up exact numbers), and that they’re all equally skilled. Year 1, obviously one of them will win the championship. Year 2, again, someone will win: What’s the odds that it’s the same team as year 1? 1 in 20. So you’d expect repeats to be rare, but for a sport that’s existed for many decades, you’d expect to see a few. Now what’re the odds for three in a row? 1 in 400. I don’t think there are any sports that have seen organized play for 400 years, so it’s not surprising that we don’t see threepeats.
Now, obviously this is oversimplified, because the teams aren’t all equal. The winner in year 1 was probably a strong team, and a strong team is more likely to also be the winner in year 2. But the teams aren’t that unequal. And for a ninepeat, like the OP speculates about, even if a team were so good that it was as likely to win as all other teams combined, the chances of a ninepeat would still only be 1 in 512.