Same issue happening to me. It only works if you wrap the nested component in a new frame/group. Shocking that this bug hasn’t been fixed yet 
Same problem here.
@Figma This issue still persists. Does this get addressed?
same issue 
Same. Wow, I’ve been yelling at the screen for an hour trying to figure this out. Thank you!
I’ve just made a screen recording of my issue which appears the same as what everyone else here is reporting. I don’t see any response from FIGMA for a fix? In the video I’ve shown the attempted work arounds to make it work… funny how in my case the state variant is shown but not the boolean options???
(https://drive.google.com/file/d/1wMwPi6XhY4oEInjM4lq9ryDwh0HyBERv/view?usp=sharing)
Found my fix ::
OK… so I did a terrible recording of me pulling things apart in my situation, and the issue with the change to for me was trying to get it to work nested in component that had a variant itself… so lesson for me, if you want to use ‘change to’ have it in a simple component!!!