There are three fundamental parts to the <locale> header.
Idiom? The following two variants are pretty much synonymous:
The reason for this is, pretty much, just because those are the constructions allowed by English. The use of in follows pretty closely the locative meaning of in. The use of to is licensed by a general English idiom "There is X to Y", meaning "Y consists of X."
However, I find the following to be slightly awkward:
I suspect that the reason is because we expect the trailing prepositional phrase to be a sentential prepositional phrase and not part of a noun phrase, and of is never used to head sentential prepositional phrases.