This is likely either Kagi internal problem or Wolframalpha problem. I would like Kagi to use System Locale to determine a conversion path both ways so WolframAlpha works correctly. In the meantime I created a custom bang that will work in all 3 cases:

url: https://currencyconverter.io/$3.$4-$1-$2
regex: ^(\w+) (\w+) ([\d]+)[,.]?([\d]*?)$
It works like this: "!cc eur pln 123,34" (also 1000 and 123.34 will work)
btw @Vlad it would be nice to have at least a note what Regexp engine it is under the hood, I assumed JS and it seems correct?