Well, now I have the answer.
It is because of Cloudflare. I thought it was deactivated but :
“Once enabled, Development Mode lasts for three hours and then automatically turns off.”
Thank you for your precious help. I hope this post will help someone.
Hi,
My hosting provider just told me that my shared hosting doesn’t allow to set up some cache server. They say they don’t use cache server also. For them it is a WP problem.