I found this thread looking for an answer on the same question. Why hasn't apple implemented this? They have the spell check functionality built into the OS and many people work in a multilingual environment. I write stuff in Dutch, English, French and German nearly every day, and nearly everyone who doesn't have English as their mother tongue writes in at least that language and English.
Right now I use the spell check functions of firefox, where easy switching is possible, as well as the language switching in MS Word.
The irony is that you need a spell check feature even more in a foreign language since it can be assumed that you know how to spell in your own language (although after reading some youtube comments, I'm not so sure anymore)
Apple touts their built-in spell check that works for nearly every app, but by not allowing an easy way to switch the language they make it useless for a lot of people.