BUG #18940: PostgreSQL 18beta1 fails 'collate.windows.win1252' regression when building with MSYS/mingw

The following bug has been logged on the website:

Bug reference: 18940
Logged by: Joe Ayers
Email address: joseph(dot)ayers(at)crunchydata(dot)com
PostgreSQL version: 18beta1
Operating system: Windows Server 2022
Description:

Hey there!
In working on some test builds, PostgreSQL 18beta1 is failing the
'collate.windows.win1252' regression test due to missing locales. When
building with MYS2/mingw (Tested Windows Server 2022 and Windows Server
2019), default locale that's pulled in is typically 'american_usa' as
opposed to 'en_US', which causes the test to fail citing:
+ERROR: could not create locale "en-US": No such file or directory
+DETAIL: The operating system could not find any locale data for the
locale name "en-US".
The above error is repeated several times. Hoping to learn how to adjust the
config to get this to pass, as the error did not occur for PG17 and below.
Any info is appreciated.
I can attach the full regression.diffs file for additional information if it
would be of help.
Thank you!