Why doesn't "en" work for "one"?
Én only works if it replaces the object. In an extreme case of generalism, you can say "Man tænker om én" - "One thinks about (a different) one."
Granma rule #1
Would "Man siger jo ikke nej til mad" work to emphasise the outrageousness of saying no to food? (That's how it'd be done in German)
Is this in the wrong section?
If I see this correctly, it should be part of the "Indefinite Pronouns" lesson. It happens sometimes that sentences from different lessons slip in when you learn or refresh something. Makes it more thrilling. :D