On drongo, this test isn't failing, and I think the reason is that it runs "make NO_LOCALE=1 check" so it never gets a database with win1252 encoding.
I'm going to try adding a win1252 test to drongo's locales.
What seems to be failing is the setlocale() for 'de_DE'. I haven't been able to reproduce it locally, but I've seen something similar reported for python [1].
As a workaround, can you please test "SET lc_time TO 'de-DE';"?