Languages and their variations (such as es_MX for Mexican Spanish) also provide locale settings such as date and number formats.
They come with appropriate defaults, so as long as the user is using the correct language, the locale settings should be the correct ones.
However, you might still want to modify a language's settings. For example, you might prefer to have the user interface in the default English, but want to change the American default date and number formats to your needs.