The editor's dropdown buttons are designed to work with already selected values. However, when using the button for the first time you need to first select the value to be applied - in your case select the spellchecking language. Once the value is selected, you can use the button(without setting the Language every time), by clicking on the icon, or preselect the value(Language) to be applied from the arrow. Due to this, the desired behavior cannot be achieved.
For convenience, I prepared a sample video that demonstrate how the dropdown buttons work.
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