The issue looks to be that your two rates aren't equivalent, i.e. this formula

(Us-->GB Rate) = 1/(GB-->US rate)

turns out to not be true with the values you're providing. Unless there are different service charges depending on which direction you're converting from, that's a bit of a Puzzler (i.e. would be the type of thing I'd question with the provider of exchange rates).

Either way though, it does sound like you'd have to decide what fits with the business requirement you're being asked to meet, and then make sure that's the rate being used. If that entails having to force SSAS to use the other calc, then so be it.