So, what's gonna happen on Wayland when these X-variables aren't defined? Am I going to lose config and have to copy directories from XDG to .config/ because that's new default?
By "X-variables" you mean $XDG_CONFIG_DIRS, $XDG_DATA_DIRS etc.? They aren't related to the X server. The "XDG" is for the old name of the Freedesktop.org project (X Desktop Group) [1]. Freedesktop.org is the host for the XDG Base Directory Specification [2]. Apart from that they are also involved in Wayland. So I see no reason for worry.
