Because the 'O0' confusion is more common than the 'Ø0' confusion, probably.

I personally prefer having the zero glyph with a slash only on the inside (i.e. not protruding), or with a dot on the inside, but whatever.

its one of two or three accepted solutions to the 0O problem

It's not really a solution, as it creates the 0Ø problem.

I haven't checked Unifont but generally, zero with a slash has the slash only on the inside of the zero, whereas o with a slash, as you, being danish, know, but others might not, has the slash extending beyond each side. If Unifont has the slash going outside, then I agree with you, that is offensive, but if it does not, then it's fine.

What are the others?

zero with a dot in middle or very wide O narrow 0 (which is how proportional fonts deal with it) although unless it's quite exaggerated it's still not always obvious if you encounter one but not the other.

Some fonts have the slash through the zero is closer to horizontal and goes through just above to just below the x height. Orthographers can argue amongst themselves whether that is a distinct approach or just a variation of the /.

As an english speaking American, learning danish, I agree it is a little confusing, the zero versus Ø problem. but it is also confusing to see 0 and O written when the zero has no slash. I think maybe our zero needs a less ambiguous distinguishing feature. I can easily discern 0 and Ø but I think it may be that I am so used to seeing 0 with a slash.