Why is it correct the phrase: "Wie wichtig ist den Deutschen dieser Sport" and not "Wie wichtig ist dem Deutschen dieser Sport"?
Both is correct; but your assumption about accusative is wrong.
It is dative in both cases. "den Deutschen" is dative of plural "die Deutschen". So the first sentence is translated as "How important is this sport for the Germans (for German people)?"
In the second sentence you talk about a single male person or about a prototypical German regardless of genders (so in the same meaning as the plural) - How important is this sport for the German? There are not so many situations where you could use this sentence but still it is correct.