I have exactly the same issue - Airbnb seem to think it is ok to apply 'exchange rate fees' to payments, even when there is no currency to exchange! My transactions are all in GBP, my payment bank is GBP, but for some reason Airbnb says it converts the GBP to USD, and then back again to GBP. They then have the cheek to charge the host for the fees associated with changing currency back and forth! It seems very stupid and I hope they sort it out, as absolutely no other company has this rediculous system. It almost seems like a bit of a money making scam by pilfering off a small amount from each transaction with absolutely no breakdown for the hosts. It is very suspicious.
Would Airbnb like to comment on why it works like this? My emails to Airbnb on this topic have only ever resulted in a standard reply and no real explination.
If you were to sell your car to me for $1000, you wouldn't be too happy if I paid you $900 and said "sorry - I exchanged your money for euros then changed it back to dollars again - you'll just have to take what's left".