Mathieu B. totally understand the pain point you are speaking about here. This message is actually really timely because I would really love to resurface this idea back up to the team to see if we can't prioritize it - but unfortunately the answer I have for you is the one you mentioned in the second part of your message - recreating your style guide in a newer version.
Now it depends on how old your current version is. If its before variables, then yeah copying/pasting components in will not have variables attached - but if its after we've added variables - you'd still need to apply some of your custom colors to your wireframes when you bring it in, but it would actually have all the "vanilla" variables assigned so it wouldn't be much of a stretch to do.
From my experience, there are some big version jumps where I'll convert an existing long-term project over and it sucks to have to redo this work just to stay up-to-date, but even with our frequent component releases - you may only end up using 3-5 of the new components, so you'd just copy/paste those in, they'd have the variables necessary, and then you'd design them out in your project and you are good to go.
Hope that makes sense for now.
The bigger project is having the Figma plugin actually just say "Hey grab all of the newly released components that I do not have yet, and dump them into my file please" - with a click of a button - that sure would be nice huh!
