If the customer has not created an address, then the address fields are displayed in a default format, because the address format is depending on a record in the user_meta table, which has not been filled before the user enters his/hers addresses.
The easy solution is to always set the country to be the country of the store. Which makes sense.
If the customer is i a different locale, then the address will be displayed in his/hers format once the address is saved.
I have fixed it in a local version of woocommerce 2.12. I will commit the changes.