The system locale is not really a locale. Changing the system locale also installs the necessary bitmap font files to support legacy applications in the language you selected. As the name suggest, it's a per system setting. It requires a reboot to change. You can only select a system locale, if the appropriate language group is installed, i.e., you need the script support to select a system locale.
Some times there is no noticeable difference between two system locales.
For example, there is no difference between the German Standard and German - Austria system locale. In general system locales of one language group are very similar and might be only different in the OEM or MAC codepage. If it weren t be so long the system locale should be called legacy applications compatibility setting , because that is really what it is. Only applications, which are not fully Unicode, are affected by this setting. An ANSI application should check the system locale at least during installation.