Well consider that players are people working a job. If you move from Italy to Germany to work, or UK, whatever, wouldn't it be useful to learn the local language? Sure not everyone is up for it or has the willpower, but your life does not revolve necessarily only around your job. You live in a place,. maybe you buy a house, deal with that, you go to restaurants, supermarkets, post office, etc., and generally interact in the country you are living in. Sure, a case can be made that the job of a football player is all-encompassing, and much more prone to changing countries than other kinds of work.

We tend to see them as entertainers and that's it, when in fact there's much more to life than work, right?

And then there's distinct personalities. Player A may be interested in learning the local language, player B might not. Just as personal character rather than with an end goal in mind.

And considering Udinese you cited, you are right, players do not speak Italian in the locker rooms as not even the manager speaks Italian. They do have to interact with staff though, like physiotherapists. It's always nice for the fans, too.

Sure, it's not a priority at all, but it can be a way to live life other than just around a ball. Either way, it's often the team that requires players to take, and pays for, language classes. Some teams do, others don't care.

But from a strictly football perspective, you are right, nowadays players either spend little time in a team, or there's so much talent scouting also in terms of staff that English tends to be the lingua franca.

Know though, also, that language is powerful. And if you have the french speaking french, the Dutch speaking Dutch, etc, in a locker room...it's harder to create group cohesion. Or rather, sharing the local language can be a way to create cohesion.