UPDATE (I couldn't stop tinkering...) : it was 'Intel Ready Mode' that was preventing the Sleep. Once I disabled it, my NUC managed to sleep, as expected (with a blinking amber LED, as should)
But I will look into this brand-new app I didn't know about, and bundled installed and enabled -- 'Intel Ready Mode' -- later. Good to know.
(I considered deleting this topic, but I think this information could benefit other users with the same problem)
Anyway: if some new app -- that radically modifies a computer expected behavior ! -- is pre-installed and running in the background, It would be advisable to notify the user about this new feature!