Waiting for this feature to be implemented, I built a plugin to copy & move variables to another Figma file (freemium):
You can select the variables they want to move and it will take all the depending variables and copy them to your new file.
I created a small tutorial video for it (4mins), I hope it will help you
In case of any additional questions or desired improvements, don’t hesitate to let me know on the plugin page or here
If you like the plugin and find it useful please feel free to give it a like and share it !