This is a limitation on NetSuite Reports. There is currently no way to override this. You can see they make a brief note regarding this limitation on Suite Answer 14969.

You can consider trying to create your report using a Suite Analytics Dataset + Workbook. The dataset pulls the data together, and the workbook gives some limited presentation options (e.g., Pivot Table) that may help you achieve your goals.

If that will not work, technically you could always customize your transaction records to add a field (probably line level) that copies the exchange rate and stores it as text. Then you could present the text field on reports. However, I usually advise against such work-arounds unless they are truly necessary. A couple solutions like this are fine, but it’s a slippery slope to a maintenance nightmare. Managing the data in a different field could lead to reporting mismatches if the field doesn’t update when expected (or is updated when not expected).