Almost all Mac apps work this way. All apps use the global language and region settings. It would be against platform conventions to override the system settings, and in my opinion it's a waste of developer time to add such a setting in the app (especially because that popup needs to be tested, maintained, localized....).
If you really want the app to use a different language than the system, you can just override the user default per app:
It's possible to select a preferred language for each app in System Preferences / System Settings since macOS 10.15 (or 10.14? anyway since some years ago).
If you really want the app to use a different language than the system, you can just override the user default per app: