It's not really a matter of whether or not it can be done. Certainly it can be done, anything can be done. :) GOG's long standing philosophy however is to have one single price for everyone everywhere in the globe regardless of where you are. It keeps things simple and the prices are fair really. For the record I am not American so USD is not my local currency either.
Other stores may choose to do things differently and take the pros and cons to that, and of course people are free to shop elsewhere in their local currencies if desired, or if they have problems shopping in USD too. I'm not sure what the complexities are for offering prices in different currencies, but if they are setting their prices in USD standard, then they would have to track the exchange rates of all other currencies they would support and they're going to be fluctuating all of the time. Would the foreign currencies be just for convenience for the USD price or would it be the actual price and get converted to USD? The former could differ from what the person's bank actually charges in the foreign currency and potentially create a GOG support problem with people angry they were charged more for a game than what the website stated, even though GOG has no control over what your Paypal or Mastercard uses for an exchange rate for example. For the latter, having prices in local currencies would have to be converted to the currency GOG hosts, and the profit would vary from sale to sale depending on what country it is in.
Sure, different retailers do it differently. So does GOG, they do it this way, one price, one currency, one world, everybody pays the same and if you don't have USD, then the conversion happens on your end at your bank/paypal whatever. It doesn't bother me personally.
One thing the current system does - is give consistent prices that don't randomly change from day to day. A game is $9.99 today and the price never changes all year, then it is $9.99 tomorrow and next month and next Julembruary also. If the prices showed up in CAD - my local currency, then the price would be $10.14 today, $10.19 tomorrow, $9.87 next month, $10.25 the month after that. Personally if they're setting prices in one currency as a static price, then I want to see the price in that currency and not have daily fluctuating prices showing up. If someone is going to show prices in Canadian dollars to me, then I want static Canadian pricing that doesn't vary from day to day just like the US pricing is right now. But if they do that, then they end up eating the difference in the fluctuation of the currency rate.
No matter how you slice it there is a complexity somewhere in the mix and some people will love it one way and hate it another way no matter how it is done, and that includes at GOG and anywhere else regardless of what system a given retailer uses. Since it is impossible to please everyone - every retailer has to decide how they want to do it and then stick with it consistently. Some people will like it and some not no matter what, but changing how it's handled only stands to destabilize something that works just fine for GOG all along, and seemingly for all of the people who have been and still are happy customers.
Having said that, one can always submit a support wishlist suggestion and if there is a sufficiently large enough group of people who are large enough in concert I'm sure they re-evaluate such decisions over time so nothing is written in stone.
I wouldn't hold my breath on it changing though. :)