I thought this problem was solved with the implementation of the default language selection also for managed users, but even if using that functionality, it didn’t work for my daughters’ managed user.
I set “italian” under their managed account:
These are the users configured on PMS, one is my account the other is the daughters managed user.

In my account, and also on their managed account, I configured the default language italian both for audio and subtitles.
For me the preference is working, when I use Plex app on their room’s tv, the default language selected when playing a movie is always English.
So I found this thread, and I opened the sqlite db to check what was going on, and here’s the results I found: the only user with the correct settings was mine, the managed account and the default user (id=0) has ‘en’ as default language.
So I proceeded to change it manually after a backup of the db:
Now I’d like to know if this is a known bug or it’s just a problem on my setup (PMS 1.18.3.2111 on a Synology NAS, Plex Web 4.16.2).
Thanks a lot @Eins84 for this thread. I was getting crazy trying to solve this one. 