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.
Related Shopify article — Sell in multiple currencies with Shopify Payments