On a new questionnaire :
Importing participants from a CSV with "firstname","lastname","email" works perfectly.
However, importing participants from a CSV with "firstname","lastname", attribute_1, attribute_2, attribute_3 does not automatically import the attributes and their values. This is understandable, but the interface does not allow declaring these attributes in advance—there is no menu or button for this.

To work around this issue, I have to: :

Open the participant addition form from "Survey Menu > Participants > Add Participants" button.
I don’t have to enter any values, but I still need to save.
This gives me access to the participant list and, more importantly, the "Manage Attributes" button to declare the ones I need.
Then, I can import my CSV.
Finally, I delete the first participant.