Hi,
Firstly, I believe that the case in Sales Ledger is a bug. The reports should show 0.00 balances, because you can see in the NL Transaction that the exchange rate difference is booked to Exchange Rate Gains account.
I would suggest to use Exchange Rates register and enter manually (or import automatically) exchange rates before registering multi-currency records. In this case the system will calculate exchange rate automatically and prevent from this bug.
Anyway, I would suggest that you report this issue with Sales Ledger reports as a bug.
Thank you!
Best regards,
HansaWorld Team