That'll be because it was in Translations.dat.
However, and I should emphasise this, entering Japanese text into your SM file and actually getting Stepmania to display that text are two entirely different challenges. The former can be solved through the use of an IME, or Translations.dat if you don't want to enter it right into your SM file for some reason, but the latter can only be solved by adding all missing kanji to your theme.
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