MultiCurrency, Craftconomy, and maybe some others have multiple currencies.

Vault currently doesnt support this, is this planned in the future? It would be nice to be able to use these features but still just use Vault.

It is not a planned feature. It complicates API too much, and the general idea from plugin developers is that they don't want to support it. Vault will continue to convert Craft/Multi economy calls into a single or universal currency.