I limited the characters one may use in the category name for simplicity, it was not meant to offend anyone. Another person was wondering the same thing about not being able to use Cyrillic characters. Read more at the links below.
This does not mean that the catalog item's themselves don't support non latin characters, just the category labels. Also, since the categories within CataBlog are used only in the WordPress Admin panels, they don't have to match your site's language.
In the end I think it is unfair to label CataBlog as unable to "create with multi-language". The category labels are limited, but these categories are used for filtering and not for any site content. I will be looking into expanding the range of characters a category name may have, but am a little worried that it might cause string matching errors in the code, we will see. One thing I know is that category names will never, ever support having a comma in them.
If you want to setup your catalog to support multiple languages, I would use categories to separate out your Chinese, Japanese or English catalog items into different lists, and then change the ShortCode for each language.