But in the future we will have BIP39 natively or this poses some sort of downgrade in security? Otherwise I dont know why it hasn't been added already.
Perhaps. BIP 39 is not particularly well favored by some of the Core devs as it both does not include necessary meta data (e.g. how many addresses have been used) and it does not have any error checking whatsoever.
A lot of features related to HD wallets are in the works, but are slow to come. This primarily stems from having to create multiple pull requests for all parts of full HD wallet support (e.g. actually easily exporting the mpk is not supported yet, nor is importing one). It takes a lot of work to properly review those changes, especially since there are not many people familiar enough with the wallet code to fully review all of the changes.
Is there any tutorial in how to do this step by step exactly the right way so I don't screw up in the process? Im very paranoid when dealing with my bitcoins
Not that I know of. However you can easily search for and find open source, downloadable software to convert the xpriv to a mnemonic. To check that it is correct, you can then convert the mnemonic back to the xpriv and check that it matches the original.