After upgrading to 1.8.10 I am getting the above message in the Notification Center. I cannot find any reference to en_us in the settings. The notification is only in the upper right corner of the screen, next to the bell, when I open the Notification Center it isn’t there and I can’t seem to get rid of it. Is this something I need to be worried about?
en_us does not exist in the CMS files, hence the notification you can see there.
I’d suggest you to change the language in CMS Settings -> Regional to en_GB, everything should be fine with that setting.