> Not to mention that on Linux switching the locale may change the interpretation of filenames as characters, which isn’t the case with NTFS.

If you change the locale to an uninstalled one, then yes. But if the locale is installed, then I don't see a problem.

echo $LANG

# output: en_US.UTF-8

touch fusée.txt

LANG=fr_FR.UTF-8 ls

# output: 'fus'$'\303\251''e.txt'

sudo locale-gen fr_FR.UTF-8

sudo update-locale

LANG=fr_FR.UTF-8 ls

# output: fusée.txt

Are you maybe using non-UTF-8 locale?