Yes locations are not stored in locales but they are stored in Location DB, English and as native.
Not sure though I follow the logic with how it's setup as I am able to initially set it up correctly in any language other than English, it would display correctly in native, and when switching to English it would correctly display in English but the same does not happen when setting it "initially" in English and switching to another language with the native location of that language saved in the Location DB.
Should work both ways, not one. Always expect the unexpected with user behavior.