BTW, I've seen the same behaviour in my previous phone (Samsung Galaxy S3) but in that unit, only the PIN code screen (the message telling you to input the PIN the box below) changed to Vietnamese (I bought it in Vietnam). The keyboard to enter the PIN remained in English.
As the unit is new and there are not much apps installed yet (thank goodness!), I am willing to try any steps even those involving factory reset if needed but not willing to root (as it's disallowed by company policy).
Thanks for any help!