Good question! The Learning Frontend uses Open edX frontend-platform v1.15.6, which is an old version, and it in turn uses an old version of react-intl (v. 2.9.0) which requires that locale data be explicitly loaded for each language. As you can see here, the Azerbaijani data is unfortunately not loaded.
The good news is that newer versions of react-intl, which are used in the newer versions of Open edX frontend-platform, no longer require the locale data to be specified or loaded (it now comes from the browser via standard Intl APIs). So as far as I can see, the fix would be to upgrade frontend-app-learning to use the latest version of the Open edX frontend platform (v3).
If you are a frontend developer, a pull request would be welcome! If not, hopefully we can get someone who works on the frontend to comment about when/how that upgrade could happen.