Hello @LALANNE Jeremie - CELLENZA ,
welcome to this moderated Azure community forum.
Azure Device Update is part of the Azure IoT Hub functionality.
The Azure IoT Hub gets support for security updates and bug fixes.
Since this behavior seems different from the expected (and documented) behavior, I recommend created a support ticket.
If the response helped, do "Accept Answer". If it doesn't work, please let us know the progress. All community members with similar issues will benefit by doing so. Your contribution is highly appreciated.