When you change the option from File>>Options, it will ONLY affect new reports created after the option is changed or, possibly, new fields added to existing reports.
When a field is added to a report, it gets the default currency field setting set in File>>Options as it is set when the field is added - it is a property of the field object on the report. When you change it in File>>Options, it changes the default setting for new objects, not the setting of existing fields.
-Dell