In the graphql.validation.rules.ArgumentsOfCorrectType class, Locale.getDefault() is passed to the isValidLiteralValue function, which is why the error response is returned in the system locale, not the client's. It would be more appropriate to pass getValidationContext().getI18n().getLocale()

Play code:

GraphQL schema = GraphQL.newGraphQL(GraphQLSchema.newSchema()
			.query(GraphQLObjectType.newObject().name("Query")
					.field(GraphQLFieldDefinition.newFieldDefinition()
								.name("test")
								.argument(GraphQLArgument.newArgument().name("a")
											.type(GraphQLTypeReference.typeRef("testEnum")))
								.type(Scalars.GraphQLString)))
			.codeRegistry(GraphQLCodeRegistry.newCodeRegistry().dataFetcher(FieldCoordinates.coordinates("Query", "test"), new DataFetcher<>() {
				@Override
				public Object get(DataFetchingEnvironment environment) throws Exception {
					return "success";
				}
			}).build())
			.additionalType(GraphQLEnumType.newEnum().name("testEnum").value("VAL1").value("VAL2").build())
			.build()).build();
		ExecutionResult res = schema.execute(
				ExecutionInput.newExecutionInput().query("query { test(a: VAL3) }")
				.locale(Locale.of("en", "US")));
		System.out.print(res.getErrors().toString());

My default locale is ru_RU and I get:
[ValidationError{validationErrorType=WrongType, queryPath=[test], message=Validation error (WrongType@[test]) : argument 'a' with value 'EnumValue{name='VAL3'}' is not a valid 'testEnum' - Литеральное значение не входит в допустимые значения для перечисления 'testEnum' - 'EnumValue{name='VAL3'}', locations=[SourceLocation{line=1, column=14}], description='Validation error (WrongType@[test]) : argument 'a' with value 'EnumValue{name='VAL3'}' is not a valid 'testEnum' - Литеральное значение не входит в допустимые значения для перечисления 'testEnum' - 'EnumValue{name='VAL3'}'', extensions=[]}]

After correcting Locale.getDefault() to getValidationContext().getI18n().getLocale() I get the expected result:
[ValidationError{validationErrorType=WrongType, queryPath=[test], message=Validation error (WrongType@[test]) : argument 'a' with value 'EnumValue{name='VAL3'}' is not a valid 'testEnum' - Literal value not in allowable values for enum 'testEnum' - 'EnumValue{name='VAL3'}', locations=[SourceLocation{line=1, column=14}], description='Validation error (WrongType@[test]) : argument 'a' with value 'EnumValue{name='VAL3'}' is not a valid 'testEnum' - Literal value not in allowable values for enum 'testEnum' - 'EnumValue{name='VAL3'}'', extensions=[]}]