We use the trick to localize error messages similar to

// Replace "error" strings with their real, localised form

$error = preg_replace('#^([A-Z_]+)$#e', "(!empty(\$user->lang['\\1'])) ? \$user->lang['\\1'] : '\\1'", $error);

in the following files:
acp_users.php - for 5 times;
ucp_prefs.php - for 2 times;
ucp_profile.php - for 4 times;
ucp_register.php - for 1 time.

After the IRC discussion the better implementation seems to be using the scheme

// Replace "error" strings with their real, localised form

$error = array_map(array($user, 'lang'), $error);