I've noticed several times when testing that some strings in pinentry are english while others are in german on a completely german installation of Windows.
Strangely enough. This does not happen all the time. I can reproduce it pretty reliably by using a clean system. Do a fresh install and start to import S/MIME certificates.
The description comes from gpg/gpgsm while the prompts are from gpg-agent. Thus if the agent has been started with the German local but gpgsm without a local this would explain the behaviour.
A wild guess is that the different envvar systems we have in use are the culprit. It is anyway time to get this straight.
Start from scratch on a german system, even when you do a gpg --version it shows it is in german. Then import a PKCS#12 container and the dialog is in english.
Today I could not reproduce not getting the english string but in the past I am pretty sure that there sometimes was a german string. Also note that the other pinentry fields which also come from gpg agent are translated.
The show error is due a missing translation. What happened was that the translation was marked fuzzy and this marker was removed not realizing that the string really changed. The change was "...in the GnuPG system" -> "...in the %s system" which had been done to allow for different gpg names.
Saw this again and the commit was not in the Stable 2.2 branch. I have cherry picked it. This should resolve this issue.