Thanks John.
So I made it works as Dropdown List, do you know how ?
I saved my Taxonomy field as Radio Button (that works).
Then re-saved my Taxonomy field as Dropdown List and tadaaa! Works fine.
I don’t explain why. Previously I saved multiple times the field Taxonomy field without changing the Dropdown List setting and it was not solving the problem.
But switching to radio button -> Save, then choose Dropdown -> Save make it works.