It's not essential to have participated in sports teams or clubs -- what is more important is that you can show that you're more than a "lab rat" - that you're as good at working with people as you are with data.
Given your highly analytical background (strong GMAT, GPA in engineering/sciences), it's clear you are strong with numbers and analysis.
What you'll have to really emphasize in your applications are your interpersonal skills and leadership potential (a lot of applicants don't have formal leadership experience, but can show through their experience - either in their work or extracurriculars - that they have the *potential* -- they have the raw interpersonal skills to be a leader someday). It just happens that sports or school clubs are a common way to show this -- but by no means the only way to show this.
Alex Chu
alex@mbaapply.com
www.mbaapply.com
http://mbaapply.blogspot.com