Locale change does not seem to work

[alessiostalla]

//class MyService
constructor(protected dateAdapter: DateAdapter<any>, protected datetimeAdapter: DatetimeAdapter<any>) {}

setLocale(locale) {
    this.dateAdapter.setLocale(locale);
    this.datetimeAdapter.setLocale(locale);
}

//later
myService.setLocale("it");
//later still
myService.setLocale("en");

Observed effect: regular Material date picker switches from DD/MM to MM/DD. Date-time picker doesn't. However, in the popup the names of months and days do change.