The installer has all of the languages in the game :)

setup_stalker_shoc_2.1.0.7.exe
setup_stalker_shoc_2.1.0.7.bin

That's what you need to get S.T.A.L.K.E.R. in whatever language you desire :) As for seeing what you're seeing, could I ask that you send a screenshot of your issue to our Support department? :)

Dropdown menu during installation refers only to the language of setup process. Game language can be changed via 'Settings' shortcut in Start Menu, Galaxy or game folder after installation.

Did you run it with admin privileges?

It shouldn't make a difference, unless you installed it in one place and then moved to another without re-install.
I'll check if it works on our end and in the meantime you can change the language manually:
- navigate to folder [game_base_folder] \Localization\GE
- copy gamedata.db9 to [game_base_folder] overriding the existing one