it is a bug in the framework or do i need to set something to avoid that error?
No, this by design. It is assumed that if your regional settings are set to French then the displayed language will be in French as well. You can control this at run-time, however this is set automatically at design-time.
This is one of the new features...all run-time components have been pre-localized in 7 languages. since the Security editor is a run-time component which you can present to your end-users, it falls into this category.