Hello Sylvain,
From my experience it is better to generate all the assets in the same system that is used for georeferencing. I mean, if you have control points (and/or camera locations) in certain system, then it is better to generate all the processing products in the same system and also draw the shapes, if needed, in the same system as well. But on export you can choose a different system. I assume that it is more convenient, because you can choose datum transformation parameters same for all the products.
Another approach is to convert the coordinates of the reference points in Metashape to the desired system prior to the data processing and in such way get the results in the desired system by default.