This happens because ssh sends a LANG environment variable. If we configure ssh to stop sending the variable, the error should be fixed.
sudo nano /etc/ssh/ssh_config
Look for line:
SendEnv LANG LC_*
And uncomment it so that it looks like:
# SendEnv LANG LC_*
If you still see the error, generate the locales on the machine you are connecting to, which looks like the following:
sudo locale-gen en_US en_US.UTF-8 sudo dpkg-reconfigure locales