When a user opens Infopath form in Filler/client, i.e. on local/client machine, the regional settings/formatting are obviously according to his local settings on his machine of Windows control panel regional settings.
Well, this is the same in all client/local Windows programs (MS Office suite products included) even though they may receive the data from server according to other regional settings
When they (in this case, Infopath forms) are opened in browser are according to server settings.
So, you should use web browser forms.
The problem is that web browser enabled forms can be opened from Sharepoint both in browser and Infopath (Filler). So, you should suppress the latter (the options of opening them in Infopath Filler) on Sharepoint server side which I do not believe available OOTB and requires some coding. Though it is Sharepoint question out of Infopath domain