Thank you for your reply !
Yes, I confirm this feature is not enabled.
"diagnose" is not a valid Win 7 command :\
Here is a few more information :
- ~2 minutes after FortiClient indicates "Connected", Windows get a link-local IPv4 address (169.254.X.X)
- Once this link-local address is setup, I manually set a static IP addresse (the one indicated on FortiClient), with no gateway and 255.255.255.255 subnet mask
After applying these manual settings, all is working perfectly... until the next enable of FortiVPN.