Indeed. I think Cortana does not have the knowledge and data it needs as an assistant (such as restaurants, shops, transportation) for many countries even if you set the language to English.

Cortana also does reminders, why can't they offer the locale independent parts of Cortana everywhere?

I couldn't get it to work because my region is Canada but my speech language was set to English (US). I had to install the speech recognition pack for English (Canada). In a way I sort of flattered that Cortana recognizes my distinct cultural identity.

For me it was the same, but the cause was that the region was set to Germany. So language English, region Germany. After I set the region to the US, I was able to turn on Cortana. //Edit: The reason is probably because of what Maarten88 said.

Well, interestingly, Bing and Here have better data for Germany than Google does...

I had to download the canadian English audio pack to make it work, since I'm using the Canadian dictionary. It came bundled with the American English audio pack.

...

We sound the same.