Hi Kt,
Settings are expected and SAP best practice.
Per my knowledge, there is no system solution available for calculating and posting exchange rate difference in case of GR being different from PO exchange rate.
Now only option i see for you is to raise a message to SAP, and ask for if there is anything.
This is another good conversation that you can review, to clarify when Exchange rate diff is calculated and posted.
Treatment of Exchange Rate during Goods receipt | SCN
I have never faced this requirement before, so i will also be interested in what turns out, so please share your solution.
Pankaj Bansal