Is it unsportsmanlike to underpromote to improve my chances? Is it unsportsmanlike to underpromote a pawn to improve my chances? Sometimes I reach a won endgame where underpromoting my pawn will result in a slower but easier final checkmate.

Old example, easiest to understand: I was far better practiced at K-R vs K than K-Q vs K so I promoted a lone pawn to a rook. Improvising K-Q vs K would have had too high of stalemate chance for my taste.

Recent example: I deliberately underpromoted a pawn to a rook rather than a queen while having a queen. This makes mate in 9 moves worst case rather than 8 and again reduces the accidental stalemate odds dramatically.

I barely care about my opponent not resigning when he should. Primary reason: I once played out a losing game, sacrificing my last piece to push the ending int B-N endgame. My opponent said I should resign as he had a book endgame. I said, "Yes, but I don't think you can do it." Fifty move rule got him: B-N is tight and he was out of practice.
If, as you say, you are "improving your chances", then it's not unsportsmanlike.  Even if your opponent misunderstands, he doesn't really have much to complain about - if he doesn't want to play on he is free to resign.


  I barely care about my opponent not resigning when he should.


Good, because demanding that your opponent resign IS unsportsmanlike.