In the Azumanga Daioh English localization, the English is...in English, but in a different font and with a footnote.
There are two localizations of the Azumanga Daioh manga, so you're both right:
- The ADV publication of the manga converted the English in lessons into Spanish, and
- The Yen Press omnibus used the quoting / different font in English (although I think the localizers cleaned up the English a little bit).
I think the former is less confusing to readers who don't spend all their time reading manga, and the latter feels more authentic to readers well-versed in manga conventions. Based on what little I know of European tendencies when localizing stuff, I would expect them to follow the Yen Press approach.
In other news, Ai and Chie have come so far since the beginning of the story. Ai's Yankee image is completely at odds with how sweet and romantic she's become.