My regional settings (Formats) are all on 'be_EN' (Belgium, English). My preferred language is 'American English'. Nevertheless, when I start my machine I end up with login/lock-screen in German. Once logged on, going back to lock-screen, all is in English, as expected. I remember I also had this problem when changing to other regional formats.
SDDM, can't use your user's preferences as we don't know what user we are yet. It will follow whatever locale you have set up system wide in your installer or any LC_ envrionment variables you have systemwide. Definitely not a plasmashell bug. At most it could be a wishlist against system settings to alter these globally, but I'm not sure that's within scope of a DE.