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Unfortunately, it's not something to consider as a bug currently at least. It was an intentional decision. It's usually a lot more work to implement language independence in places like this (dynamically created stuff), so the decision was made to keep it simple. I think this may be the first request I've seen for this concept (though I doubt it will be the last).
how to run a Forum in 2 languages if it is not possible to translate the wording "New Member", etc. into any other language ?
Not fully consistent at least......