I have Chinese installed via Install / Remove Languages.
This is apparently not enough to enable 汉语 （中文）as a Language for menus and windows.
What do I need to install for Chinese support for menus and windows?
EDIT: Applications are in the correct language only if I manually export the LANG and MDM_LANG environment variables in a terminal, and then open the application from that session.
N.b. Just to make it clear, I have no problem with Chinese input, that works fine