This used to be true for Windows, but I don't think it is anymore. At least on the last version I used, I was able to change the UI language (but that was also marketed as an "Ultimate Edition perk" or something similar, so I'm not sure if OEM versions are still language-locked).
Where it probably gets tricky is for languages that operating systems are not commonly available in – users presumably have less of an incentive to set the correct locale if it does not make an immediate difference (assuming it is even offered in the setup dialog).
Where it probably gets tricky is for languages that operating systems are not commonly available in – users presumably have less of an incentive to set the correct locale if it does not make an immediate difference (assuming it is even offered in the setup dialog).