Is it unsportsmanlike to concede when you believe you cannot win?
In a two-player situation I could see how this might be acceptable, but with more players I'd be very cautious. For instance, it may appear to you that player three is the foregone winner, but perhaps player two has a victory Development Card, along with a Road Building that could catapult him to longest road, if he can just get another brick to make one more road along with it. Let's imagine this would steal the longest road from player three, and result in the players being tied neck and neck. To you, it may look hopeless, but for player two to refute your assertion that such is the case, he will have to reveal that he sees a path to winning, which could cause player three to be more cautious, resulting in the spoiling of player two's plan.

The last time I played I won, and was ahead the entire time, and yet until the very end at least two of the other players (six-player game) had a fighting chance, one unbeknownst to me (two victory points from Dev cards conveniently left in his lap). It's not fair to the other players for you to decide it's time to call it.