Unfortunately this is base application logic that stores opportunity amount in USD currency. You can build a process that will be triggered upon record modification in opportunity amount field for example, that will read this value from opportunity amount field, than this process will calculate correct opportunity amount value based on currency exchange rate and modify opportunity amount field. I will also let our R&D team know that currently opportunity field values are stored using USD currency ignoring "Base currency" system setting. Thank you for reporting this issue!