The details still have to be set, but I would expect the integration to set the currency for all existing vendors to shop’s base currency. As indicated in the screenshots, the currency cannot be changed, because that would cause significant mixups. Vendors that already existed before the multi-currency support is added were selling in shop’s base currency, therefore it makes sense that they are “locked” to that currency.
If some vendors wish to start selling in another currency, they can create a separate profile, and the admin can help migrating the products.