Default "Clock" applet's calendar view does not respect locale

Hi,

When clicking on the default "Clock" applet, a calendar view pops up.

Unfortunately, this calendar does not respect the configured locale.

As can be seen in the picture below, I set up a LC_TIME=en_DK.utf8 in my system's locale and Europe/Paris as the clock's "locale", but the calendar still displays the Sundays as first day of the week, whereas in these locales it should be Mondays.