Choose the same price scope as in Magento. Set it exactly as in Magento under Stores » Configuration » Catalog » Catalog (Price Scope).
Options
Global – the same prices for all websites.
Website – prices per website.
Good to know
To have prices per website or per customer group and website, set this to Website – both here and in Magento.
With Website, the Store - Pricelist map is shown.