Setting locale with cloud-init

[kinafu]

When a fresh hypriot installation is being initialized with a user-data file by cloud-init, setting the locale fails. I am using a Raspberry Pi 4.

# cat user-data
locale: "de_DE.UTF-8"

invokes (according to the cloud-init log file) the following command
update-locale --local-file=/etc/default/locale LANG=de_DE.UTF-8

When i execute that command on my running hypriot it says:

$ sudo update-locale LANG=en_CA.UTF-8
*** update-locale: Error: invalid locale settings:  LANG=en_CA.UTF-8

When you leave away the part LANG= it works.
But in the example in the man-page explicitly states the example to use the LANG=en_US syntax.