Office 365 always resets the proofing language

Please make sure that you have the languages installed not only in the Office, but also in Windows Settings (Win key + i) > Time & Language > Language.

After opening a new e-mail window, place the cursor in the text field and make sure to select the correct typing language by pressing Alt+Shift or using the language selection menu near the clock in the Windows taskbar. Or by pressing Review > Language > Set Proofing Language... (without selecting any text). Then start typing and it should work.

I have explained the issue and solution in greater detail here: https://superuser.com/a/1442448/212626