We do work with Steam to determine the prices for our games on their service, however, it's their policy to offer different price points based on territory. This way international customers always pay the same amount, no matter what's happening with the dollar.
If you're unhappy with Steam's pricing you can always buy directly from Telltale. We charge in US dollars no matter where you're ordering from, so international pricing is based on the current exchange rate. You can visit www.xe.com
to get an idea of how our prices translate into your currency.