Depends on the game and how you buy it. In general, buying digital is easier and cheaper in the US, due to more PC releases and aggressive price cuts and sales. Japanese digital stores have much less frequent and less generous sales, and older games don't get their base prices reduced by much.

But if you buy physical copies, then the Japanese market might be cheaper simply due to the greater supply of older games, and potentially the currency conversion of newer games.

Well, it has the added benefit of "still knowing the language" after you finish the game.

New startup idea: learn foreign languages by playing pirated copies of foreign language games.

Another, somewhat depressing, way of looking at it is that we all could have learned half a dozen languages in the time we spend browsing and posting to no real end on forums and various other media such as this. And e.g. learning Russian would make you feel good at the end of it. Whereas when you look back at the years of social media (which, again I would include sites such as this) it all seems like quite a tremendous waste of time. Yeah, we're totally changing the world by expressing and sharing our views, values, and opinions. /s