IF THERE WAS any doubt before, can there be any now? As the events of the past week further demonstrated, nothing is secure in sports. Or sacred, either.

First, the Cubs play under the lights at Wrigley Field, and then, before that glare has had a chance to die down, the Edmonton Oilers trade Wayne Gretzky to the Los Angeles Kings.These are two things that, if odds were quoted on them five years ago, you could have gotten the equivalent of the Virgin Islands for Alcatraz.

But they happened, and once again you get the idea that sports has as much sense of history as a time-share condominium developer.

People in sports just aren't terribly high on tradition.

Even traditions themselves - as with Gretzky, The Great One - aren't high on tradition.

Traditions die as easily as real grass.

The no-lights tradition at Wrigley Field didn't exactly go out like a wake. The masses weren't appalled. The demand for tickets to the fateful game was considerably higher than when Pete Rose was expected to break Ty Cobb's hit record in Chicago a couple of years ago. Scalpers had a field night. T-shirt vendors and souvenir makers enjoyed booming business. Day baseball didn't die hard.

Gretzky shed a few tears as he left Edmonton. But so would you if you were facing a city of a half-million hockey fanatics who are suddenly trying to decide if you're The Great One or The Great Traitor. Basically, it appears Gretzky's new wife told him that oh, by the way, she isn't keen on living in a city where you have to drive in snow and she saw a darling little 15-bedroom home in Palos Verdes Estates she thought they might want to put some earnest money down on.

This presents a problem, since Los Angeles is 2,000 miles from Edmonton and the commute, even by L.A. standards, would be murder.

So Gretzky says OK, he'll move.

If people in sports were in charge of non-sports affairs, the world could be changed in a hurry. For instance: - You could wake up one morning and discover that the Statue of Liberty has been relocated to Seattle - the city of New York having gotten an offer it couldn't refuse from the city of Seattle.

- The Space Needle and a large sum of cash would be in New York.

- Yellowstone Park could have lights, and the Forest Service could expand its marketing arm, officially licensing its logo and selling it on caps, pennants, coffee mugs and ash trays.

- The Washington Philharmonic Orchestra could sell its first chairs in the trombone, tuba and clarinet sections to the London Philharmonic Orchestra, for two second chairs and a large sum of cash.

- The U.S. Senate could have night sessions, to accommodate school children and office workers who find it hard to attend regular day sessions; major court cases, particularly sensational ones involving murderers or kidnappers, could be moved to large indoor arenas, with catering service available in the loges; and the president of the United States, after a particularly good year when employment and interest rates are down and peace is at hand, could get himself traded to Hawaii, where he would be the governor and live in a ranch on the big island.

It could happen if sports people were in charge.

Just this week it was announced that Chicago's other baseball franchise, the White Sox, is getting closer and closer to relocating to St. Petersburg, Fla. Only 3,000 people attended a "Save The Sox" rally in Daley Plaza downtown - in comparison to the 100,000 who welcomed the Super Bowl-winning Bears in 1986. Attendance at Comiskey Park continues, like the failing old park itself, to decline.

Smart money says the Sox will be gone by autumn. It was the White Sox's misfortune to not only have a bad season in the summer of '88, but to have to contend with the installation of lights at the Cubs' ballpark across town - and the increased fan interest therin.

Apparently, it's only appropriate that the ending of one Chicago sports tradition should signal the end of another.

Which is the case with the Gretzky deal as well. The Great One's exit from Canada will no doubt end the Edmonton Oilers' tradition of winning the Stanley Cup and fielding the best player in hockey. And at the same time a Los Angeles Kings tradition should end as well. With Gretzky, no longer will they be able to say there is no hockey in L.A.