The LANG environment variable is not set in any location that your Xcode can reach. Probably because it wasn't set in your build settings.
Running the command below will print all environment variables, LANG
will not be among them.
xcodebuild -project Path/To/Your.xcodeproj -target "YourTarget" -showBuildSettings
Environment variables are managed in your schemes under the "Environment Variables" table, but I haven't had luck changing them there.
What I eventually did (since my headerdoc2html call was in a build script in my Build Phases of my Documentation target) was add this line to the top of my bash script:
export LANG=en_US.US-ASCII
The message went away after that.
My total script, for the curious.
export LANG=en_US.US-ASCII
/Applications/Xcode.app/Contents/Developer/usr/bin/headerdoc2html -o ~/Development/Path/To/My/Documentation ~/Development/Path/To/My/Project/Headers
/Applications/Xcode.app/Contents/Developer/usr/bin/gatherheaderdoc ~/Development/Path/To/My/Documentation
(Xcode Version 4.6.3)