I cannot start the game because it is currently not supporting every system locale, so I would have to change that option every time I want to play the game. My current locale is set to Japanese.

Hello,

You have two options :
1. If you don't mind to don't use GoG's wrapper, you can use Verok's one (you only need the ddraw.dll which is contained in the SubsOnly patch).
2. You can use Locale Emulator.