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However, please note that this only changes the launcher's interface language and may not affect the game itself. For actual game language changes, the in-game method above is your best bet.
Look for a file named steam_emu.ini , context.ini , or a similar configuration file depending on your platform's wrapper.
This is a common bug on PC, often caused by the game configuration folder being marked as "Read-Only." Navigate to your game installation folder.