There is need to rewrite KeyPressed event to notify key codes of physical keys and such event should not make any deals with any kind of localization.
It will also helps to solve a lot of bugs related to keyboard and will make keyboard source code of SFML much easier and easy localizable. Because it's a big mistake to mix physical key events and localization.
If you want to pass localized character of pressed key, then pass it in additional field, something like LocalizedCharacter, but please remove any kind of localization from KeyCode.
But I think it's a bad to place localized key in keypressed event, it may cause some troubles with some specific keyboard locales, such as chinise. It will be better to split it into separate event, something like CharPressed. But actually I think that such event will be useless. Because localization is used when user working with text, so it will be handled in TextEntered event.