GA4 dimensions like language is (not set) for events sent by the measurment protocol

I am using GA4 measurement protocol to record offline conversions to Google Analytics. I have two conversion events: sale and purchase.

Events are being recorded and in the Monetisation overview I can even see the revenue.

But it seems that GA is not linking these events with other dimensions of the user. For example in any a report breaking down by some dimension of the user, like user's language or OS or other dimensions, I get something lie this:

Note the language code for all sale and purchase events is "(not set)".

But in the user explorer I can see that the sale and purchase events are correctly associated with the client_ids.

How can I make GA4 to associate events through the measurement protocol with the events recorded on the website from gtag for the same client_id?

Example of the payload for a sale event:

{ 
  "client_id": "1799600509.1659478566", 
  "timestamp_micros": "1659855760249000",
  "events": [
    { "name": "sale", "params": { "first_billing": 1 } }
  ] 
}

Example of the payload for a purchase event:

{ 
  "client_id": "1799600509.1659478566", 
  "timestamp_micros": "1659855760249000",
  "non_personalized_ads":false,
  "events": [
    { 
      "name": "purchase", 
      "params": { 
        "items": [],
        "currency": "USD",
        "value": 1.2
      } 
    }
  ] 
}