Anyone else having this issue?

I don't know anything about the banning part, but check View > Settings > Interface > and see what language you have set.

Does it not give you the option of a red banner that you can click to take you back to your normal store? Like this?

If not then if you find out whatever steam is calling the local "cc" code for your region then it shouldn't be too hard to change it back.

E.g. I can go here - http://store.steampowered.com/?cc=us for the US store. Here - http://store.steampowered.com/?cc=uk for the UK store.

As for being banned if you bought stuff from a storefront that you weren't supposed to. Yes, I believe you could be. I think you'd need an IP (VPN/proxy) to match the country's store to even be able to buy, then they'd have to catch you at it. Just trying to buy from the store if you're not using a proxy wouldn't see anything bad happen, it just changes it to the currency it should be when you check out.

well just added sanctum 2 season pass and the price changed to €, well its ok, though they chose finally sell games on $ for all the world, and everybody got a fair price, but just that a dream.