When selecting another language in the gdm window for a KDE
session you are asked whether you want to have this as the
default language for future sessions. Although _this_
session appears in the chosen language, future sessions
appear to have English as the default language again.
I don't know whether this default would be kept for the
whole system or for individual users (somewhere in
/etc/X11/gdm ?), but I couldn't find anything back.
gdm doesn't interface perfectly with KDE. It may or may not in future
versions. If you prefer, remove gdm and use kdm.