I'm not familiar with the transaction, but just a guess - on the screenshot you have sales documents, not billing documents. If I remember correctly, the exchange rate is only available in the billing documents. Sales documents can change ten times over before they are billed and posted to FI. You can ask an ABAPer to debug the transaction or run SQL trace to confirm.
You could search for user exit / BADI / enhancement point in this transaction to see if you could add a custom column. Or maybe a simpler solution would be to just create a custom query.
It's quite strange though to audit sales documents instead of financial documents...