Sort rules are different in different locales.
You have to either make some best-guess approximation (IP geo, browser headers, etc) or use a locale-invariant sort, both of which will be wrong in some cases.
Coincidentally, the expected position of "Ä" can vary wildly. Is it an umlauted A, normalized as AE, or a distinct letter coming after Z?
Or suppose there’s languages Ä₁ and Ä₂, where in Ä₁ the ‘ä’ is the umlauted ‘a’ and in Ä₂ it’s a distinct letter. The language list would be displayed as:
A Ä₁ B C Z Ä₂
The only problem / corner case would be such a language Ä₀ that would e.g. sort ‘ä’ before ‘a’. I would still put it after, since it’s where most other readers would expect to find it.
OT, but this looks like an adorably blushing hen to me