Hi Dima, from memory WooCommerce Ultimate Multi Currency Suite adds some secret sauce to the _price detail for the base currency. What you need to do is change the default currency from the storefront dropdown to another currency option (preferably one you are not importing) then run the import and it will work. I’ve made a note to revisit this as it was quite confusing the first time I implemented currency import support for that Plugin.
If I’m on the wrong page please open up a Support ticket and we’ll look at this together 🙂
