I've made some tests and checked what happens in the database. So I've added a module on home page in default language. This create an entry in Modules table, for the example, let's suppose ModuleID = 100. An entry is also created in TabModules table with ModuleID column = 100 (logical).
I then went to Localization settings of the page and copied the module to other languages (FR and DE). DNN creates an entry in Modules table for each language. Let's say French gets ModuleID = 101 and German gets ModuleID = 102. It also create 2 entries in TabModules table, with ModuleID column pointing to each corresponding entries in Modules. So we now have 3 entries in TabModules having ModuleID = 100, 101 and 102.
I have then modified the configuration and set the module as not translated (clicked the blue link in Localization settings of the page). When done, the entries in Modules table are removed, except the one for the default language. So in Modules table, only default language remains. That's the row with ModuleID = 100. In TabModules, the entries are still there. But all now points to ModuleID = 100.
Finally, if I now check the option to show module on all pages, table Modules remains unchanged. Only ModuleID = 100 exists. In table TabModules, an entry is created for each page of the site for the default language. New entries points as expected to ModuleID = 100. But no entry is created for other languages. In resume, in TabModules table, we still have the 3 first entries for the home page in all languages, then an entry for each other page in default language, but nothing for other languages. That explain why the module doesn't appear on other pages when not in default language. I have the feeling that it's a bug or am I missing something?