使用するgrepにもよるようです。Macに標準で入っているgrepではだめでしたが、homebrewで入れたgnu grepではOKでした。(ロケールはja_JP.UTF-8です)
console
1% (echo 1ア; echo 2ア) | grep -E '[ア-ン]'
21ア
32ア
4% grep --version
5grep (BSD grep) 2.5.1-FreeBSD
6% (echo 1ア; echo 2ア) | ggrep -E '[ア-ン]'
72ア
8% ggrep --version
9ggrep (GNU grep) 3.3
10Packaged by Homebrew
11Copyright (C) 2018 Free Software Foundation, Inc.
12License GPLv3+: GNU GPL version 3 or later <https://gnu.org/licenses/gpl.html>.
13This is free software: you are free to change and redistribute it.
14There is NO WARRANTY, to the extent permitted by law.
15
16Written by Mike Haertel and others; see
17<https://git.sv.gnu.org/cgit/grep.git/tree/AUTHORS>.