There is the ClientSettings packet that a client sends to the server shortly after joining and when the client's settings are changed. This packet includes the client's locale, chat settings, and skin settings. I think it would be quite useful (any very simple to add) to add an event that is fired every time the client sends such a packet, so that plugins can be notified when a client changes its language.

Usage Example:
I am writing a plugin that uses translations and also acts immediately after joining. The problem is that the vanilla client sends the ClientSettings packet on average 5 seconds after joining, which makes it hard to get accurate translations on joining.
Using such an event, my plugin could save the last language for each player, and use the language of the last session of the player even before the player sends the packet some seconds after joining.

Why it is necessary:
One could also create a task that checks each tick for p.spigot().getLocale() changes. But initially all players have the locale en_US. So during this phase the language of the last session could be used. But if the player then decides to really use en_US, the plugin could not detect that and would continue to use the locale of the last session.