This (changing do CMYK) just make the color more intense, but not right (for me). Thanks for trying to help anyway.
NEW SOLUTION (worked for me):
The problem was all about the color profile. Once I’changed the color profile (Edit>Assign Profile..) to sRGB IEC61966-2.1, Illustrator file’s colors looked just the same as it looked in After Effects composition.
I didn’t want to recolor everything though. What I did was create a new Illustrator file with sRGB color profile assigned, then copied everything in the troubled file and pasted in the new file with “Paste Remember Layer” (in Layers’ Panel’s options) checked to preserve all my layers’ structure.
It worked! After Effects recognize the colors now.
Hope it helps someone.