Depends, as usual.
If your backend is language agnostic, and your front-end is multilingual, the backend should only send an error code, which can be transformed into a user-readable error message.
If the backend otherwise sends translated messages to the front-end, it doesn’t really matter, but I sense some coupling issues here.
If the whole backend+frontend combo is in one language, it also doesn’t matter, but your product is less marketable.
Always aim for easy i18n and l10n.