Feedback from Sverre Moe <sverre.moe@gmail.com>:

It should be possible to provide localized strings to the Windows installer
with jpackage.

WiX supports building localized installers through the use of language
files that include localized strings.
https://wixtoolset.org/documentation/manual/v3/howtos/ui_and_localization/make_installer_localizable.html

There are three localization resources for Windows in jpackage.
Though there is only one String in those three localization files,
"message.install.dir.exist", all in English and there are more Strings in
English in the main.wxs file that are not localized.
MsiInstallerStrings_en.wxl
MsiInstallerStrings_ja.wxl
MsiInstallerStrings_zh_CN.wxl

These could be customized by providing an application_en.wxl or
application_es.wxl, or any other language to the resource directory.
Perhaps also allow for further customization by providing an
application.wxs to the resource directory to use instead of the main.wxs.

/Sverre