As far as some rich footballers attending such an event then not at least being involved in the culture a little, I think that's very poor. It's sort of like going to an Indian restaurant and ordering... a steak!
Actually, I would rather that they do just what they did, rather than be forced into something they don't like.

Apparently, kilts at a Burns supper are not mandatory by any means and indeed (so I'm told by many on this board) lots of people wear pants. Including Scots. So why is it a big deal if two Americans who don't even own kilts attend it pants too?

If other things are on the menu besides haggis, I see no cultural insult in ordering them, either. As long as they weren't downright disrespectful about any of it (hey, let's face it, a haggis does look like an American football), I think they did just fine. At least they had the courtesy to go, while not pretending to be something they're not.