The problem is that gdm starts the graphical session with LANG=C instead of LANG=en_US.UTF-8 (which is the system wide default). It's possibly yet another bad consequence of the fact that gdm relies on AccountService to retrieve user related parameters such as the user's locale and the user's default session.

I noticed that gdm-session-worker has the correct LANG in his environment so it's something else downstream that resets the variable...

Here's a possible work-around that could be acceptable... use kali-defaults to hook into /etc/X11/Xsession.d/52_fix_lang and detect when we have LANG=C to force replace it with the system wide setting set in /etc/default/locale.

if [ "$LANG" = "C" ] && [ -e /etc/default/locale ]; then
. /etc/default/locale
fi

Work around added to kali-defaults_2.0~2.dsc.

The work-around will be enough until we have a proper fix upstream. I just filed this: https://bugzilla.gnome.org/show_bug.cgi?id=745286