ExportTo API: Locale setting not used

I'm using this API to export an embedded report to pdf and powerpoint: https://docs.microsoft.com/en-us/power-bi/developer/embedded/export-to

My users are based in the netherlands so I choose to hardcode 'nl-NL' as the locale for now. Unfortunately this setting does not result in a pdf with values in dutch culture settings (date and number formatting).

The (embedded) report is rendered correctly and switching my browsers culture also changes the formatting.

I've tried different locale strings: "nl", "nl-NL" and "nl-nl"

My code looks like this:

var effectiveIdentities = GetEffectiveIdentities(groupId, report.DatasetId);
            var powerBiReportExportConfiguration = new PowerBIReportExportConfiguration
            {
                Settings = new ExportReportSettings
                {
                    Locale = "nl-nl",
                    IncludeHiddenPages = false
                },
                Identities = effectiveIdentities,
                Pages = pages.OrderBy(x => x.Order).Select(pn => new ExportReportPage(pn.Name)
                {
                    Bookmark = new PageBookmark(state: filters)
                }).ToList()
            };

            var paginatedReportExportConfiguration = new PaginatedReportExportConfiguration(effectiveIdentities);
            return pbiClient.Reports.ExportToFileInGroup(groupId,
                reportId,
                new ExportReportRequest(fileFormat, powerBiReportExportConfiguration, paginatedReportExportConfiguration));

What am I doing wrong? Or is this a bug in the API?