Category archive page has two URLs even when default theme is active with no active plugins

For example, category SPORT is available on /sport and
/category/sport. I would like to keep only one.

I tried to reproduce that issue and I could confirm it’s true, at least in WordPress v6.0.1 with the default setup, where WordPress is adding a rewrite rule (which is put at the very bottom in the rewrite rules array/list) with (.+?)/?$ being the regex (regular expression pattern) and index.php?category_name=$1 being the query.

And it’s probably a core bug, or limitation in the WordPress rewriting system, but for now, you can fix the issue using the rewrite_rules_array filter like so:

add_filter( 'rewrite_rules_array', 'wpse_408488' );
function wpse_408488( $rules ) {
    $permalink_structure = get_option( 'permalink_structure' );
    if ( '%category%/%postname%' === trim( $permalink_structure, "https://wordpress.stackexchange.com/" ) ) {
        unset( $rules['(.+?)/?$'] ); // remove the conflicting rewrite rule
    }

    return $rules;
}

So that code will remove the additional rewrite rule (/sport), which means the category archive would only be accessible at /category/<slug>, e.g. example.com/category/sport.

And you can add that to your theme functions file, and remember to flush the rewrite rules — just visit the Permalink Settings admin page without having to do anything.