It is weird to hear of food habits in other countries.
In Denmark a hotdog with ketchup is fairly normal. Even a mix of mustard and ketchup is qute common, some fried onions or raw onions too. A hotdog with mayonnaise would be a strange one though.
A specific kind of mayo is normal with fries though, we call it salad mayo. I think most would prefer chili mayo with their fries.