Phew, finally found out why.
I’ll post the answer here for anyone who get there looking for the same answer.
On the steam page, it’s required to also set something in the Stat page with the name of the leaderboard with underscore then the name again. Just like this :
leaderboardname_leaderboardname
Found here :
https://answers.unrealengine.com/questions/499819/steam-leaderboards-cant-get-it-to-write-score-valu.html
but there is a problem, the score always increment, it’s a known issue and can’t be fixed with blueprint. Although as a workaround, what’s possible is to deduct your highscore from your current score.