No comment on whether 呀旦大女 would feel inadequate or awkward not knowing Chinese, that is entirely her own personal experience.
As to 外國人眼中有點匪夷所思, that is only a speculation we need not worry about, there are many people in the US or UK with Italian names who don't speak a word of Italian, or with Indian names who don't speak any of the Indian languages, no one thinks of that as strange.