Hey @moelafi - that endpoint is going to pull from the shop's default currency setting. I do get where you're coming from on this though and I'm going to make a note to pass on to our developers. At the moment, the logic is that since these rates will only be seen by the merchant within the admin it makes sense to display them in the default Shop Currency, which is basis for the currency exchange that appears on the customer side of things.
That said, you can use the fields on that endpoint to see which countries each shipping zone applies to. This would be under the location_group_id field and in the countries field within the JSON output payload.
Like I mentioned though, I am going make a note to pass along some feedback, it would be handy to have this info easily surfaceable.