It's probably the script which doesn't execute properly, for whatever reason (permission, environment variables aren't set correctly, etc..). It'd be too much troublesome to find what went wrong and explain you how to fix it.
Then, install the game again, without patching it. Simply place the patch archive (either *.7z or *.exe) into the root directory of the game (by default, "\SEGA\PHANTASY STAR UNIVERSE Illuminus\"). Then, open the patch with a file archiver (7-Zip preferably), open the "Patch" folder, select everything minus language.vbs and cscript.exe. At this point, you should see something like this :
Drag and drop the selected files and folder into the game folder, overwrite every existing file when asked. Then delete (or put in the GameGuard folder) the GameGuard.des file, and you're almost done.
Finally, press Windows + R then input (without the quotes) "%LOCALAPPDATA%\SEGA\PHANTASY STAR UNIVERSE Illuminus\PsuIlluminus.ini" replace the "J" on the "Language" line by "AE", save and close the textfile.