Locale information includes things like encodings to allow a human language to be stored as data.
It is probably the case that the most common encoding is ASCII, with the most common modern encoding being UTF-8. If you're writing code you don't want traced to a particular language, use ASCII.
You would only need a separate encoding if you were going to be writing the code with special characters. In this case a Korean encoding would only be useful for comments and string literals as most computer languages are ASCII based. Since the messages from the malware are apparently in English, this seems superfluous and more like a sign of a false flag operation. In this context, setting a Korean locale is an unnecessary and ill-advised step that would normally force you to go out of your way to get right.
Is this any better than using pastebin? One may argue that banks are more trusted for storing money than pastebin is for data, but is there another reason?
http://www.gutenberg.org/ebooks/1672