jgroub, it's been said that the only stupid question is the one that's not asked. However, you may be breaking new ground here.

Your post made me smile. When I was in high school (very 'diverse') a Chinese girl came up to me and said "I like it when you read the roll call because you don't destroy anyone's name."
Mispronouncing names is a typical, ignorant Anglo-identified tactic to denigrate someone else's origin and culture. As is a huge refusal to learn another language or pronounce it correctly if they even try. Apparently, for them, learning another language and speaking it correctly, is some kind of loss of identity or simply being tone deaf.

ARE YOU NOT ENTERTAINED??!!
Maximus Decimus Meridius

Yes, because I see all the good its done you. Thank you. You're my new role model.
I want the doctor to take your picture so I can look at you from inside as well.

My grandfather's name was Einar. I would love to know whose "a$$" you pulled your ignorance out of, read some books and learn about the world outside your own walls. It would do you good.

Right.
Immigrants to the United States in the late 19th and early 20th century from Scandinavian and other northern nations often settled in [what became] northern states. similar climate, similar agriculture, similar willingness to endure and prosper under remote and harsh conditions, etc.
So, character Einar would have been a descendant of one of those settlers, and that given name in Wyoming is reasonable.
E pluribus unum

It's origin is on the internet. See:
http://www.behindthename.com/name/einar
Norwegian, Icelandic, Swedish, Danish
Meaning & History
From the Old Norse name Einarr, derived from the elements ein "one, alone" and arr "warrior". This name shares the same roots as einherjar, the word for the slain warriors in Valhalla.
17th most popular name in Iceland.
Very fitting for the character.

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Sounds Nordic or Icelandic to me, and with a Swedish director in Lasse Hallstrom, I guess he liked the name and didn't find it unusual. Maybe an American director would have felt different and changed it to something more western, but I like that it's an uncommon name.
NOW TARZAN MAKE WAR!

I kinda figured. But still, where does this name come from? Is it biblical? Is it Icelandic? What?!?
I want the doctor to take your picture so I can look at you from inside as well.

It's the character's name as written by Mark Spragg in the source novel.
NOW TARZAN MAKE WAR!