Wouldn't you think that when you set the language of your operative system that's what it will use?
That certainly is the case in iOS and in Android as well. If I set I set iOS to English, mail is mail, calendar is calendar. Everything is in English.
Let's have a look at my Windows installation which happens to be "Windows 8 Professional 64-bit (English-Great Britain)", language is obviously set to English. Foton, Musik, Kamera, E-post, Kalender, Spel and Nyheter (and there is more). Huh, what's up with all those names? That's not English, it's Swedish (Pictures, Music, Camera, Email, Calendar, Games and News, if you were wondering).
It would seem that MS for some reason decided to use local names on their "stock apps", depending on your locale. My guess would be that they wanted to be able to update these apps so they put them in the store and the store only supports one name so they made them local. It makes sense but it is really annoying, having just a few apps that are named in Swedish. They really should have made their store so it support local app names and languages though so that the name of the app and the language in it could adjust to whatever language the local OS is set to. I realize this might not exactly be simple considering the apps have different functionality in different locales, for example, the Xbox Music streaming isn't available everywhere, my point remains however, if I set my OS to a certain language I expect all the "stock" apps to be in that language.
Even more annoying is the fact that they didn't even get the names right. They are kind of right, but not quite. "Foton" is Swedish for photos, not pictures and thus the app name implies it only shows you photos taken with the camera, that, of course, is not the case, it shows you every image in your picture folder/library. Then there is "E-post" while technically correct, "post" being mail, nobody here actually says that, we use either "email" or "mail", meaning that the app doesn't show up with an expected search. When "translating" an OS or app you really should get an actual people who speak both languages to do the translating.