With MEXEM, if you have a cash account, you must hold the currency of the market you want to invest in, which is why you need USD to trade on the US market.
In contrast, your other broker might use a different system that allows you to trade US stocks and options directly with a EUR account.
However, with a margin account at MEXEM, immediate purchases in USD are possible without prior conversion, but this type of account is subject to specific conditions.