Take US stocks which I assume a significant number of members hold.
There are two reasons why it is preferable to be paid dividends in $ for US stocks.
1 - The money will typically be used to purchase more US stocks, so it will just incur the usual 0.15% FX fee when converting back to $ from your own currency.
2 - Fluctuating FX rates can have a significant impact on the amount received. Take GBP (£) for example - the $ is very weak compared to last month, so $1,000 in dividends received in January would have resulted in £806, whereas now it will only yield £790.