Maybe you're missed something, either in what you're telling us or what you've seen.
So far:
1. Caught 3 Ralts and 3 Lotad on Japanese Emerald
Using Ralts as an example, the 3 names are:
ラルトス (unnicknamed), R A L T S , R a l t s (last 2 using native keyboard on Japanese Emerald)
2. Traded them to English Emerald.
(names can also be seen here)
3. Pal Parked up
4. And in PKHeX..
As expected, they're all seen as JPN. Anyhow I doubt what you've said is a 'Mew-centric' mechanic..
It is to be noted that I do not think a language tag exists for Gen 4..
EDIT:
Also looking deeper into your post, you probably just *thought* it was English. Language tags only started existing in summary screens in Gen 6.
To be certain it isn't in English, you'll notice the spaces between letters are wider, and/or the letters are bigger.
Japanese 'English font' versus Standard English Font
(Not too mention, there is probably another issue; if you changed the nickname via PKHeX, it is likely you used the wrong font, if you didn't know that Japanese Gen 3-Gen 5 Roman character fonts are different from English games.. But I'm not going to throw that accusation out there just yet. More of an 'extra info' kinda thing for other readers)
IN SUMMARY:
Pal Park doesn't change your 'language of origin' when shifted upwards, even if your nickname matched Species name.
You probably didn't know that language tags don't exist until Gen 6. And didn't notice the differences in font displayed.