Two things.
I've seen foreign womens' names declined both on polish internet pages and in print. In Poland.
If and only if the last letter of the name is 'a' (first name or last name, doesn't matter). Otherwise we do not decline. The same example, but with Serbian tennis player Jelena Jankowic.
To jest Jelena Jankowic.
Nie ma Jeleny Jankowic.
Robię kawę Jelenie Jankowic.
Widzę Jelenę Jankowic.
Mówię o Jelenie Jankowic.
Rozmawiam z Jeleną Jankowic.
Jeleno Jankowic, przyjdź tu!
I hope you found it useful.
Secondly, if it were true that foreign female names followed no Polish grammar rules yet the names of foreign men did, it would make it even more inconsistent, confusing and if possible....more ridiculous.
Not really. Please keep in mind that we don't have female first names that do not end with -a, so we don't know how to decline such names that do not end with -a, therefore we leave them undeclined. We tradionally add endings -ówna (for unmarried women) or-owa (for married women) to surnames that do not end with -a,so that they're easy to decline, but nowadays it's more popular to leave the last name undeclined.
I think there's logic in it and is less ridiculous once you think it through.