I think you're still confused. If you follow the instructions at
http://homepage.swissonline.ch/cindymeister/LangFmt.htm, you can set English
(U.K.) as your default language, for Word and every other application on
your computer. When you create a new Word document, the language will be
English (U.K.). But if you paste content from another source into that
document, it may bring English (U.S.) or some other language with it. You
can select the pasted content and change the language. The languages that
are listed "above the line" in the Language dialog in Word are just the
"recently used" languages; even if you could remove every language but
English (U.K.) from that list, other languages would be added whenever you
pasted material formatted with a different language.
If I change the language in a document to English (U.K.), I see both
versions of English "above the line." But if I quit and restart Word, I see
only English (U.S.). Are you saying that, despite setting English (U.K.) as
the default language for the entire system (following the instructions in
the article referenced above), you still see English (U.S.) in the MRU list
when you restart Word?