The UK government has a specific page on applying for a UK visa from North Korea on which they state the following:
the correct visa application fee, in cash in euros
[...]
You must pay the visa application fee in cash in euros at the British Embassy in Pyongyang. You should ensure that you get a receipt. We cannot accept payment by any other method.
Is there any rationale on requiring the payment be made in euro (rather than, let's say pound sterling or United States dollar)?
This seems weird because the UK does not use the euro (instead it uses pound sterling) and North Korea doesn't officially either. I know some communist countries use foreign currency on a regular basis, however, the Wikipedia article on the North Korean won mentions the euro isn't used as much because Chinese and American currency is more common.