You can change the location that is being used for xCloud in the settings (Gamepad icon next to your gamertag). There is no support for other languages yet.

Same problem. Games are in German, not sure how to change it. When I open xbox account website, it's english like I expect. I'm in Germany.

Do you know which games happen to have this behaviour?

Wolfenstein games for example

Had the same problem, so I dug into the code and I think I found a solution;

@ostrolucky may you please try this branch https://github.com/thiagojedi/xbox-xcloud-client/tree/fix-xcloud-language and see if it works for you?