No, I do not believe that is the correct setting! Operating system language setting and Operating system locale setting are two different things!
Take a look at the screenshot below:
(Click on it to enlarge)
You need to go into your:
Control panel > Clock and Regions > Change Date Time and Number Formats > Administrative
And then under
Language for non-Unicode programs you need to click
"Change System locale..." and then select
"Japanese(Japan)".
If you did it right, your PC will ask for a restart! Once restarted go back into the region setting and confirm that you are now in Japanese locale. It should display the language tag like it does in the screenshot I attached above ^
You absolutely do not need to change your OS language for these games to work properly. You can switch that setting back to your preferred language! Like I said above, locale setting is not operating system language setting. Both are two separate things! I hope this helps!