When following the steps here:
Much of the text supplied in XUI is stored in translation.json files for each locale. To customize the English text, edit XUI/locales/en/translation.json under the directory where OpenAM is unpacked for deployment. To prepare a translation for a new locale, copy the English file, XUI/locales/en/translation.json, to XUI/locales/new-locale/ and edit the copy changing only the values not the keys, and taking care not to change the JSON structure or to render it invalid.
When attempting to use the locale based off of the Browser headers (in preferences set the browsers language to another language), it does not pick up the dialect part.
So if you use English it will show the correct English translation
If you set it to Spanish - it will show the correct Spanish translation
If you set it to Spanish Mexican - it will just show the "unspecific" Spanish translation
rather then the "specific" Spanish Mexican translation that was created.