Well, I suppose Norwegian Bokmål (Norway) (= nb_NO) is not often used on Mac (or Debian/Ubuntu) and therefore this locale package is not installed by default, especially when using English OS.
It is interesting for me that most of the locale variables are not defined on your Mac. As far as I know this is not the case on Linux distributions. I don't know not set locale environment variables is default on Mac OS X.
I suppose the warning message is output not by UCX itself, but a library used by UCX like the Unicode library ICU. But it could be also that UCX access environment variable LC_TIME as the date/time format is needed for output of folder compare results on screen and in file.
You could easily check this by opening a terminal window, run first the command export LC_TIME="en_US.UTF-8" and then start from within the terminal window UCX. If there is no warning message, the environment variable LC_TIME is indeed used by UCX or a used library.
Well, I'm using only Windows and for that reason I don't give here verified hints. If you think that the UCX developers of IDM Computer Solutions, Inc. should investigate this issue for better handling your language and region configuration in a future version of UCX, please report the issue by email to IDM support. You should also add as much as possible about your language and region configuration on your Mac.
Best regards from an UC/UE/UES for Windows user from Austria