I don't believe that your ear sweats, at least not inside, so unless you're somehow getting sweat into your ear, or letting the drivers hang such that they are getting sweat in them, I don't think that's the problem. I guess you could be letting your hair cover your ears or sweating so profusely that way, but you'd have to be sweating a lot and even then I'm skeptical that you'd be getting that much in your ear let alone inside the IEM itself.
Have you checked the player itself? You say you checked the cables, how did you do this? Check the tips (remove them) and see if there's anything in them or in the opening on the shell of the IEMs themselves. They might have just gone bad by no fault of yours.
I wouldn't be worried about sweat with customs, as plenty of performers abuse their customs and sweat a ton but its not an issue.
IEMs don't tend to make great exercise equipment because they aren't likely to sit in your ear well. With customs if the fit isn't stellar, or even if you don't have them put in well, and sometimes even if you do, the constant movement can't cause discomfort (it'll be bad if it keep breaking the seal for instance). Also, the noise isolation can be a safety issue.
