It's not. In fact, it's nonsensical. If I have a language setting, I want things in that language, not in an other one.
The format spells out where items are relative to one another, what the various separators and interspersed characters are and if applicable what size the various elements are (e.g. months could be spelled out in full, only the initial or in abbreviated form).
And this is supported since There are a "Germany" or a "France" format which do not override the language setting.