Is there a way to set Humble bundle to use USD currency instead of EUR?

According to googled paypal resources, the conversion fee for paypal is 4.5%, so working off that and your numbers:
9.99 EUR -> 10.44 USD (post-conversion)
14.58 EUR -> 15.24 USD (post-conversion)

Going off that, I suppose it would come down to "whichever is best varies depending on what you're buying".

If your numbers on Choice are correct (and as Google does pull up the same, there doesn't seem to be any error there), and the individual is mostly only buying Choice (as would be expected of those encountering the current Humble's limited non-Choice selection), those paying with Euro should be coming out well ahead overall, even with conversion fees and the occasional non-Choice purchase.

So, as you noted, it does seem to be a better deal at present to be purchasing using Euro. That may change if the Euro climbs back up from its current 1:1 value against the USD or if Humble changes its Choice pricings to be more comparable; However, at present- since the only real point of consideration is conversion fees, and current Choice pricing seems to be based more on past Euro valuation- Euro purchase would likely indeed be the better option.