Now we can't pick freely our Language and the system is not complete. I know this Topic has for a long time a lot of votes on Uservoice in the Settings Section. Also here it got several topics and an answer on 1 of them on 28th January 2014 where was said they are working on it was Verified by XB1R Venus. Now 1,5 years later Microsoft hasn't made this possible. This issue is guess the biggest in Europe. Here in Europe languages don't stop at borders. I have several example's:
In Ireland are more people speaking Polish on a daily base then the native Gailic is spoken. Further the Polish are in more EU States.
Netherlands has a lot of foreign students attending Education that is given in English and don't speak Dutch.
Belgium has 3 languages (Dutch, Frence & German), you see this back on Sigarettes for example. Not only 2 Microsoft.
Italy has a big area where they speak German (South-Tyrol / Trient Area), but when you set German, you can't set Italy as locale.
Netherlands has a City called Kerkrade where a street is with one side in Netherlands and the otherside in Germany.
As this is Top Voted on Uservoice and several times for a long time asked here. I hope that you Xbox Support gives any descent information on why this was not yet made possible and when to expect this change or why not