Well, after thinking a bit about it I concluded an answer made of good sense.
If it was ever possible to add a PIN to an existing Bitlocker-encrypted system drive that is unlocked with a USB key in absence of a TPM the added security would be exactly equal to zero. Only secure procedure is to fully decrypt the disk and re-encrypt using stronger security
Why can't be this done on a USB-powered encryption (and vice versa)?
BitLocker uses symmetric cryptography. I haven't gone into the details but using a PIN or a thumb drive with a secret that can reveal the encryption key equals (from the security point of view) to assuming that the drive or the PIN is the key.
So you have your friendly setup where you already exported the key to a USB drive or memorized under the form of a PIN/password. That key exists, and that key can decrypt the disk.
Suppose that the key gets compromised. The system asks for an additional password. But since the key is contained in the thumb drive, an attacker with physical disk access may still use the key to decrypt the drive because the symmetric key is all the information needed to decrypt information. The attacker can use any software under his control that does not require silly additional authentication
Why CAN this be done on a TPM setup?
The TPM is a different device. The key, or the secret information that is used to derive the decryption key, exists within the bounds of an active computer system, acting as a vault. If you change your vault's lock, the vault will refuse to open without new authentication.
The OS, who controls (owns) the TPM may kindly request the TPM not to release the key anymore unless additional authentication is provided. With a TPM and with the exception of the escrow keys that BitLocker generates, the key can never be exposed. One can change the PIN/password at will, still no one possesses a medium with the byte array of the secret key available.
