Mathieu, our recommendation is that
OmniPlan is currently a better tool for creating this kind of diagram.
That said, we do have a feature request open on adding support for this sort of thing to OmniGraffle; I've double-checked that all the feature requests in this thread have been added to our item on this in the development database and added yours as well. Thanks, everyone.
(Whenever possible, we try to organize our work around the most-requested features and changes. Just for reference, swimlane support currently has around 1/4th the number of requests as the items at the top of that list.)