What method are you using to change your language? The little on-page dropdown that SharePoint's Multilingual Page Publishing feature provides does not change your interface language. To change that, you have to change your profile language (note, changing the account language often but not necessarily forces a change to your profile language).
Click your picture or name at the top, then "My Microsoft 365 profile", then "Update profile", expand "How can I change language and regional settings?" and click "here", click "...". select "Language and region", update "My Display Languages", scroll down and click "Save all and close".
It may take several minutes for the new language choice to propagate, and after that the navigation will sometimes be cached in the other language. It changes eventually, but one trick is to navigate to a classic page and back to a modern one to flush the cache if you are impatient.