Wholesale Pricing Discount uses the DraftOrder API to offer discounts and unfortunately, Shopify doesn't support multi-currency with this API yet. So, the checkout has to be done in the default currency of the store for wholesale customers.
For now, as an alternative, our multicurrency solution can help you with the checkout process. To know more about it, have a look at the demo video.
Also, BEST Currency Converter integrates well with Wholesale Pricing Discount and we can do the integration for free. With this app integrated with ours, your wholesale customers will be able to see the discounted prices in different currencies everywhere on the storefront but at the checkout page, the prices will auto-convert to the store's default currency.
Related Shopify article — Sell in multiple currencies with Shopify Payments