I think this is more of an issue in England to be honest (and other countries where English is the first language). It at least seems like commentators have less knowledge of how pronunciation works in other languages.
As a Dane I can obviously pronounce Danish names, but then I've had French and English in school so that's fine too. I have a decent knowledge of Spanish, German, Swedish and Norwegian pronunciation as well (the latter three due to them being similar to Danish in some ways). And I suppose Dutch is okay as well. And Icelandic.
I'm guessing because English speakers don't really "need" to learn other languages. I'm not expecting anyone to get Danish right, by the way.