I see how the UI is confusing and I'm sorry about it. There's a logical explanation but it ain't obvious to users.
The OWM API offers localization (l10n) support; https://openweathermap.org/current#multi. It affects how their labels in the JSON response are translated e.g. "sky is clear". Hence, this affects only the labels that are pulled 1:1 out of their response and inserted into the screens.
So, while it is correct that our UI allows to set a language it is misleading as it won't affect all the labels in our screen template that we define in the application. Our templates are only available in English at the moment. For full l10n-support we would have to place a language property on the screen itself.
Long story short: that OWM language setting is only marginally useful if you were to build your own screen with values provided by OWM. For that, however, you will need to study their API documentation and use values like e.g.