He's only 3. If he's not enjoying the class, then don't take him. He's far too young to understand "I've made a commitment and I need to keep it." He's far more likely to learn "Soccer is hard and classes are boring, and I don't want to ever play soccer or sign up for any kind of class ever again."
Even with older children, I question the wisdom of "keep going because you committed to it." I think a lot of adults have trouble letting go or saying no when it's healthy or appropriate to do so, primarily because they've been pushed to continue things that weren't working, and taught to not trust their instints.
I really don't get the "keep going" attitude. Ok, I understand that finishing something is important, but I have personally been very conflicted over backing out of something I knew wouldn't end well because of the "keep going" attitude. In the end I decided that other peoples opinions were less important than my academic success and withdrew from the class in question, but I still felt horrible guilt over not following through. Even thinking about it now gives me a nasty feeling over it.