Currency conversion totals not correct

PBIX_COACH,

I've looked at this a bit more, and have another idea. Your measure starts with this IF expression:

IF(ISCROSSFILTERED ('Power BI - NOT' )...

I think that when you are not filtering for USD i.e. looking at the whole table unfiltered, then this IF is false, so the ELSE part is executed, which returns [Sales Amount] for every cell. So I think try changing your measure to this:

Sales Currency (CAD) = 
    SUMX(
        VALUES('Power BI - NOT'[Country]),
        VAR SelectedCountry = 'Power BI - NOT'[Country]

        VAR DatesExchange =
            SUMMARIZE (
                'FX Exchange Rates',
                'FX Exchange Rates'[MonthYearLong],
                'FX Exchange Rates'[EXRate]
            )

        VAR Result =
            IF (
                SelectedCountry = "USA",
                SUMX (
                    DatesExchange,
                    [Sales Amount] * 'FX Exchange Rates'[EXRate]
                ),
                [Sales Amount]
            )
        
        RETURN Result
    )

Note that the your measure only applies currency conversion into CAD when the country is USD. Other countries such as INTL do not have any currency conversion applied. Is this what you intended?