Becuse it is not proper English. "An" is used in front of the words that start with a vowel PHONETICALLY. An hour, an apple. While "union" phonetically starts with a consonant j [ˈjuːnjən]. So it is always "a union".
Although it is the correct translation of "ønsker", "wishes" sounds unnatural here - we'd be more likely to say "wants". It seems to me that the Danes use "ønsker" more frequently than the English use "wish".