Corin, unless your version of the language is at particularly low level (maybe it doesn’t even sound anything like Danish), there’s no reason why they should respond in English.
@Jeff I agree jeff Funnily enough, I tried the same thing today with an elderly danish couple and they conversed with me in Danish. It was nice, and the gentleman said I speak it very well, and sound much like a native speaker in terms of my pronounciation.
@Alex, Talked about something I experienced in the past without noticing. Nowadays I don´t give anyone “practicing speaking” lessons for free. I will help those only willing to pay me back my help.