As far as I know we have these options:
1. Provide the text in the content language of the wiki instead of in the user language (so a French user will get English interface on English Wikipedia), but save a few bytes by sending a single translation to the user.
2. Provide the text in the user language, but use more bytes to keep all translations in the same JS
3. Provide the text in the user language, but make an extra HTTP request to get it
I opted for 2, which is the approach used on Wikidata gadgets. See e.g.:
https://www.wikidata.org/wiki/MediaWiki:Gadget-autoEdit.js
The ideal solution would be what will be provided by
https://www.mediawiki.org/wiki/Gadgets_2.0
but this is not available yet.
Helder