How to use sp_addmessage precisly

I run script

EXEC sys.sp_addmessage
     @msgnum   = 60000
,@severity = 16
,@msgtext  = N'Test error message № (%d), Module (%s), procedure (%s).'
    ,@lang = 'us_english',
 @replace=  'replace' ;
GO

EXEC sys.sp_addmessage
     @msgnum   = 60000
,@severity = 16
,@msgtext  = N'Test error message № (%d), Module (%s), procedure (%s).'
    ,@lang = 'Russian',
 @replace=  'replace' ;
GO

set language us_english
PRINT FORMATMESSAGE(60000, 500, N'MyModule', N'MyProc');
set language russian
PRINT FORMATMESSAGE(60000, 500, N'MyModule', N'MyProc');

And Get unexpected second message