I suspect what you're seeing here is that the depth of field when using a large sensor camera like the D5200 is much smaller than that from something like a smartphone or a typical compact camera, especially when you're using a relatively fast lens like your Sigma. It's a little hard to tell on the image you've posted, but it looks to me like the gentleman in the dark blue shirt is reasonably sharp, but the other people are a bit out of focus, which does sound like it's a depth of field issue.
If your issue is more than everybody in the picture is out of focus, then it's probably a case of having focused on (slightly) the wrong point. The other thing to remember if you're looking at your photo at full zoom ("100% crop") on your PC is that that's equivalent to a print around 1 metre wide - unless you're actually going to be printing at that size, don't worry too much if it's perfectly sharp at that zoom level or not.