I've been looking into this alot to try figure out what is going on.
This page on Magento docs says
Different factors can affect the price of the same product in one location and not another. For example, there might be additional costs to bring the product to market, and other considerations that impact the price of products sold in a specific store. The following illustration shows a multisite installation with the base currency set to the website level. In each store, the same product has a different price
My current setup has 1 website, inside this I have two stores €+£ and a corresponding store view for each €+£ again. My base currency is £ but both currencies are allowed in both store views. My Catalog Price Scope is set to Website, not Global.
According to the documentation above this should be working to set different prices for different stores but updating the price of a catalog item for one store view updates the prices for all.
I know from researching this that there is a few different paid extensions for this such as https://bsscommerce.com/magento-multiple-store-view-pricing-for-magento-2.html but I don't see why these are necessary if according to Magento docs it should just work.