Locale issues are most likely caused by to few installed OS locales.
1083644 iSeries: Problems with locales in 7.10
1077496 iSeries: Problems with locales in 7.00
875331 iSeries: Problems with locales in 6.40
Otherwise, you can (and should) install the needed locales on the OS (or copy them from another system). They are localed in /QOpenSys/QIBM/ProdData/OS400/PASE/MRI<language-code>/loc and are used as symbolic links in /usr/lib/nls/loc.