Why when I copy paste a variant, it becomes a component, rather than an instance?
Yes, you have to drag it from the assets panel if you want an instance of that component
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Probably because this way you can duplicate the variant as a new component and quickly tweak each variant. If you want an instance, dragging from the asset panel is the way as previously said 
Option/Alt dragging a variant to a location outside the component also creates an instance of said component
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