Error: "You cannot override the currency for pricing strategy" during Sales Order creation

I am receiving the error "You cannot override the currency for pricing strategy [Strategy Name]" when creating a Sales Order.

My Pricing Strategy and Price List are both set up in EUR, but the order doesn't seem to pick this up automatically. I can successfully process the order if I manually go to the Header level, select 'Edit Currency Details,' and set it to EUR—but this adds an extra step to every order.

Does anyone know why the currency isn't defaulting correctly based on the strategy, or which setting controls this override restriction?