This is bizarre. I thought [0-9] was supposed to match only 0-9 (the 10 digits), while \d was meant to match all digits including the various Unicode variations.
But this bug about POSIX regular expressions. POSIX doesn't define \d, and it defines ranges such as [0-9] only in the POSIX locale.
Historically, glibc considered such ranges in the context of locale's collation order. For example, in Estonian locale, [a-z] doesn't include the letters tuvwxy, because that's how Estonian alphabet works: https://en.wikipedia.org/wiki/Estonian_orthography#Alphabet
This (somewhat surprising) semantics of character ranges is not new, but the recent changes in glibc made it more spectacular.
Yes, [0-9] is supposed to be locale independent, which is related to the fact that ISO C requires the digit characters '0' through '9' to be consecutive.
The same is not true of [A-Z], which doesn't necessarily include just the upper-case English letters from ASCII. It is locale-specific, in fact.
The POSIX digit matcher is [[:digit:]]. It is related to the C isdigit function from <ctype.h>. Those functions have regex counterparts, like isalnum -> [[:alnum:]] and so on.
The way those functions have locale-dependent behavior is linked to how the corresponding regex classes have locale-dependent behavior.