More strange even, I left it overnight and now it is still on!
The only thing that changed maybe some yay updates and I uninstalled lsyncd.
Is it possible that lsyncd was the reason of this weird behaviour?
UPDATE (23/6/2023):
Another overnight lid closed, and it did not shut down!
The only thing I can think of is either an update over the past few days caused this somehow (maybe specific to my system, configuration, setup…) or lsyncd that I installed then uninstalled recently. (I have no clue what does lsyncd has to do with this)
Any way, I count it over as it is not happening anymore though it happened over a few consecutive nights and lid close during the day.
Thank you all.