/u/rimeroyal answered a similar question a while ago: "Why does Beowulf, an Anglo Saxon epic, feature Geats and Danes but no Angles or Saxons?"

If I can try to summarize her answer, it seems to come down to how the audience of Beowulf viewed themselves. While we may view them as different from Scandinavians, they may not have thought so. To quote from that answer:

...That makes scholars like Mitchell and Robinson start to see Beowulf as less of a definitive poem composed for a certain occasion/person with any carefully-defined “Anglo-Saxon” identity written in it. Instead, they think it’s more likely it was made out of a tight-knit warrior-aristocracy that was more interested in kin ties than a sense of national identities, so they still could have appreciated a rather Scandinavian poem.