Yeah, windows is also the king for that.
Almost every update reactivates the shortcut to change locale, even though I've removed it.
And they even added a new shortcut to change locale : Win+space.
So as I'm always juggling between mac and windows, Win+space is sometimes pressed instead of ctrl+space and then all of a sudden my keyboard is switched to another language.
Don't worry, there's a fix ! Modify all the installed language, add your keyboard layout and remove all the others. So now you can also have a an English locale with a non English keyboard layout.