After 2 days of contacting both the kindle support and KDP support (they will try to send you to someone else) I was finally able to get an open ticket about the bug of Kindle PC app that download ebook drm-free with drm.
Since in the end the KDP team was not the one to open the ticket I think anyone who got a drm-free book on amazon (if "Download & transfer via USB" give you a drm-free copy you got one) can try to do the same thing.
To do it go here:
http://www.amazon.it/kindlesupport
Just do not say you are an author (even if you are)... just say you
"Want to report a bug with Kindle PC app".
Wait for the right agent to respond.
Wait for them to ask what bug you want to report.
"I want to report that Kindle PC app download any of my ebook without drm with drm. If I download this ebook (link to it) with "Download & transfer via USB" I get a DRM-free copy of this book and I know some times ago I was able to do the same on my PC with Kindle PC app on this folder "C:\Users\[username]\Documents\My Kindle Content", but right now the same ebook download with drm. So it is a bug and I want to report it so that you can fix it".
The support will usually ask a few more question but if you got no luck do not waste time... some agent will not report a bug no matter how much time you lose explain things. So just answer to the first 3-4 question and if they do not report it repeat the process (I lost 1 hour yesterday... today just 20 minutes).
Example:
My agent today said "every ebook will have drm"
I just said "and that's the bug I'm talking about in Kindle PC app, because an ebook published without drm should stay without drm and I'm still able to get the version without drm with "Download & transfer via USB" so it is a bug"
My agent said "the app download ebooks with drm" (yes they are that stupid)
I just said "yes, that's the bug of the Kindle PC app, the ebook that I'm talking about should be without drm. I want to report it"
(after a few more stupid dialog (it was like talking to an AI) I was able to make the agent report the problem).
Maybe it's useless but if a few people report it maybe at least they'll fix this. After all, the fact that it download ebooks with drm even when they are drm-free is a bug (a bug that they want there, but still a bug).