I believe that these conventions (at least for dates) are indeed the most practical for their respective languages.

Take for example "October the third, two thousand nine" (10/3/2009, MDY). In German one would pronounce this as "der dritte Oktober zweitausendneun" (3.10.2009, DMY). In Hungarian "kétezer-kilenc október harmadika" (2009. 10. 03., YMD). All of these pronunciations reflect the order numerical dates are written: using any other convention would simply make them less natural to pronounce.

Now it is certainly not unheard of that the order of pronunciation also changes (see the British "the third of October"), but changing language is a lot harder ­ in some cases impossible without breaking grammar ­ than changing written numerical representations.