Hi Mehdi,
Thanks for posting this question, and welcome to the Prismic community 
No, you haven't missed anything! This is a feature that we're rolling out soon.
You're right, the theme command is not meant to versioning Custom Types. As part of Slice Machine, we're working on a Custom Type builder, which you will be able to use to version your Custom Types in your code base.
Stay tuned to our newsletter for an update when this feature comes out.
Sam