Is there any possibility to use a sequence of frames with MtlX Image node ?

It's possible, you just don't do it -inside- the shader. You put a dummy image into the mtlx image node (like: the first one of your sequence for example) and then after the material library you put down a edit material properties lop, populate it, and do it in there. This one will accept time dependent stuff, like mytexture.$F.rat.

This is also the correct way to animate other parameters like blends, colors, and all.

I wonder if it's by design or because string substitution in MaterialX isn't implemented in Solaris yet?

In MaterialX specification (p. 18-19) [materialx.org] we can read that substitution of some strings defined by host environment (Houdini in our case) is possible when it comes to frames, so (in theory at least) $Fshould be accepted. Besides, mtlximagealready has framerangeand frameoffsetparameters, which currently don't seem to be working, but the presence of which could indicate the latter. Or perhaps the substitution was never intended to occur within the shader, but in this case why keep those two parameters?

Could someone please shed some even more light on this?

MaterialX in Houdini is currently missing support of MaterialX tokens as stated here

https://www.sidefx.com/docs/houdini/solaris/materialx.html#limitations
MaterialX defines a few tokens (for example {frame} for time) for use in file paths, but these are currently not used by Karma or Houdini. You can use the <UDIM> token, however.

All right, this explains it. Thanks, @tamte.