This won't work because LC_ALL overrides LC_COLLATE (and all the LC_* variables actually). It's LANG that you want to use. LANG is overriden by LC_* which are in turn overriden by LC_ALL. Don't use LC_ALL in your config files, use it only for one shot command lines or in scripts that need to be sure of the environment they run in.
Thank you both for the clue. I used to have LANG set, but I'm just going to unset them all. I think I put them in originally to change how directory listings got sorted, but I'm not sure I care any more. :)