`<system_error>`: `system_error` doesn't honor the current threads's locale

Describe the bug
"Is there a way to make system_error to honor the current threads’s locale ?
This always prints an error-message according to my default locale."

Command-line test case

C:\Temp>type repro.cpp
#include <clocale>
#include <iostream>
#include <string>

#include <Windows.h>

int main() {
    setlocale(LC_ALL, "");
    SetThreadLocale(MAKELCID(MAKELANGID(LANG_ENGLISH, SUBLANG_ENGLISH_US), SORT_DEFAULT));
    std::string errmsg = std::system_category().message(1);
    std::cout << errmsg << '\n';
}

C:\Temp>cl /nologo /EHsc /W4 /WX repro.cpp
repro.cpp

C:\Temp>.\repro.exe
Неверная функция.

Expected behavior
The message should be in English. (My System Language is Russian)
The program should have a way to change locale of system_error messages.

STL version
git commit hash: https://github.com/microsoft/STL/commit/ef62d3fa0b8e4e2406b9bb74e916e1ca8a1df802

Additional context
DevCom-10098476

Currently we use LOCALE_NAME_SYSTEM_DEFAULT so we don't honor the current threads's locale.
https://github.com/microsoft/STL/blob/ef62d3fa0b8e4e2406b9bb74e916e1ca8a1df802/stl/src/syserror_import_lib.cpp#L43-L59

We can't use GetThreadLocale because it doesn't work with UWP.
Minimum supported client | Windows 2000 Professional [desktop apps only]

I recently changed the function but previous version didn't respect the current threads's locale either: https://godbolt.org/z/37f44nahM

Start with stl/src/syserror_import_lib.cpp at lines 43-59 and reproduce the behavior using the Windows repro.cpp command-line example. Investigate how the current thread locale can be obtained while preserving UWP support, then verify that std::system_category().message(1) follows the thread locale rather than the system default.