The options available in the setup wizard (and raspi-config) are restricted by the Debian locale database.
In Debian, you do not set a country and a separate language, you select a "locale", which is a combination of a country and a language. (For example en_UK is English, UK.)
Debian offers a hundred or so languages, and a hundred or so countries; but it only offers a few hundred locales - it does not, therefore, offer every possible combination of country and language.
The setup wizard (like Raspberry Pi Configuration and raspi-config) offer all the locale combinations which are defined in Debian, but unfortunately, the example you suggest (country Netherlands, language English) is not one of them. (For reference, the countries where English is an available language are Antigua, Australia, Botswana, Canada, Denmark, UK, Hong Kong, Ireland, Israel, India, Nigeria, New Zealand, the Philippines, Singapore, the USA, South Africa, Zambia and Zimbabwe...)
If you want to add a Netherlands / English locale, the way to do so is to submit one to Debian - there is a standard format for a locale file. We just take Debian's entire locale database, so if Debian add the locale, it will automatically appear in the startup wizard.