I think the very fact that the word "schadenfreude" was borrowed into English (and is now understood by almost all educated speakers, I would say, even if not commonly used) demonstrates that English speakers were aware of the concept - as well as the fact that there was previously no way of expressing the concept in English which wasn't terrible clumsy. It's an interesting question as to why English never evolved its own word for the concept while German did (and it may indeed have something to do with the concept being "more natural" to German speakers than to English speakers - but it could also be basically random chance), but the very fact that the German word was adopted shows that the concept is one which English speakers understand and find useful. So I'd say your argument in fact points to the opposite conclusion to what you're implying.

But the Romans didn't lack knowledge about radio waves because they spoke Latin, they were ignorant about radio waves because they lived ~2000 years ago. Nobody knew about radio waves, and if the Egyptians of the time had discovered the radio wave, it's pretty certain that Latin would soon have had a convenient way of expressing it.

Or maybe you're suggesting that we can deduce, from the lack of a simple expression in Latin for "radio wave", that the Romans had no knowledge of it. Well, maybe, but it seems like there ought to be lots of better ways to come to that conclusion; we know the generalization of that ("people who speak languages lacking words for X lack concept X") is not true. As robinz said, in the case of schadenfreude, the fact that there's no short native English word for it by no means implies that the concept of pleasure at one's enemy's misfortune is absent from the mind of the English speaker. So, I think it's hard to establish anything via a "no word for X" argument that couldn't be established better and more convincingly via other means.

Besides, if you read many of the language log posts in the archive I linked, you'll notice that usually the party claiming "no word for X" is just simply wrong.

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That which can be destroyed by the truth should be.
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My (sadly neglected, but not forgotten) project: http://dailyjoseki.com

If you read German, you can dig into the Geschictliche Grundbegriffe and read some exhaustively researched claims about cultures which lacked certain concepts.

Needless to say, if you encounter such claims in USA Today or on the BBC, skepticism is laudable.

This may be a bit behind the times, and expectations may have changed. But at one time this sort of story was fairly common:

When a European says something like, "Anytime you're in the area and need a place to stay for a few days, you're welcome to stay at my home," he usually means it, quite sincerely. And an American visitor in Europe might say something similar: "If you're ever in my part of the U.S., etc." The difference is that the American often never expected to see the other person again, and thought no more of it. Until the European showed up at his doorstep a few years later, with very little notice, to take him up on his offer. Naturally, this can lead to a lot of awkwardness, even when the American decides to act as host. The result is that some Europeans feel that Americans do not keep their promises, or do so very unwillingly.

So: Even if you doubt that you'll ever see this person again, don't make such an offer unless you're willing and able to fulfill it. Be ready to offer the person decent accommodation, or if that is too difficult (e.g., because you have a new baby in the house), be ready to put them up at a nearby hotel and pay for them.

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And the go-fever which is more real than many doctors’ diseases, waked and raged...
- Rudyard Kipling, "The Light That Failed" (1891)

It's way out of fashion now, but 15 years ago or so "phat" was a popular American slang word in some circles, meaning "cool" or "hot".