Update

src/macros.jl

@@ -944,6 +944,13 @@ function model_convert(model::AbstractModel, con::VectorConstraint)
     )
 end
 
+function model_convert(model::AbstractModel, x::VariableConstrainedOnCreation)
+    return VariableConstrainedOnCreation(
+        x.scalar_variable,
+        model_convert(model, x.set),
+    )
+end
+
 # TODO: update 3-argument @constraint macro to pass through names like @variable
 
 """
@@ -2737,12 +2744,9 @@ macro variable(args...)
                 )
             end
         end
-        buildcall = :(build_variable(
-            $_error,
-            $scalar_variables,
-            model_convert($model, $set),
-        ))
+        buildcall = :(build_variable($_error, $scalar_variables, $set))
     end
+    buildcall = :(model_convert($model, $buildcall))
     new_name_code = if isempty(set_string_name_kw_args)
         Expr(:if, :(set_string_names_on_creation($model)), name_code, "")
     else

src/sets.jl

@@ -371,7 +371,3 @@ end
 function moi_set(set::Parameter{T}) where {T}
     return MOI.Parameter{T}(set.value)
 end
-
-function model_convert(model::AbstractModel, set::Parameter)
-    return Parameter(convert(value_type(typeof(model)), set.value))
-end