I created a live account because I needed an API key to test the API connection from the demo and I noticed some changes from the dashbord.
So I assume some functionnalities between live and demo accounts are very closed, maybe for technical reasons.
I gave another try then, and the setting of virtual money worked as expected :
So, either the IT support has already fix the issue or setting the virtual money needs the live account to be created (which is weird and not so clear).