Not really 'worry for' isn't quite right (and I'm not sure what is, without knowing the joke). 'we sure' should be 'we are sure'.

I can understand your joke but I would put it this way.... Watching football and watching PORN are MUCH THE SAME. We worry AT something we don't participate but DEFINITELY we ARE better PERFORMERS.

Something like sounds right to me: "What do sports and adult entertainment have in common? We can't stop watching, even though we're not taking part, but we still think we could do a much better job."