Bug Report: language setting not applied

How to reproduce:

On my account, when I go to the Word Online page,  

https://www.office.com/launch/word?auth=2

the UI is in english, like this

But when I click on "New Document", I am redirected to the document edition page ... in French.

Even if I am French, I want the English version, especially since the shortkeys in the French version are different. And yes, I did configure Word Online and my Office 365 account to be in english, like this:

And when I go to the Office 365 page, I get it in French again, even if my settings is marked as English:

I wouldn't mind and it would make me laugh if only someone didn't have the idea to remap every shortkey in Word depending on the language...