Well I was lucky I found the answer by myself. Yes...I am stubborn
I'll report it here just in case somebody else will run into the same trouble. Of course, Tim Italy proved itself helpless once more and even suggested me to contact directly Rim. LOL...I seldom heard that rubbish (do they not know Rim does not answer to final consumers here in Italy?)
Erasing the handheld content and reloading the backup file was useless; updating the firmware gave no results until I decided to erase the 8100 content *without* reloading the whole backup file. I saved only my address book and custom words collection and reloaded ony these data.
Et voila, the pearl came to life again and the email delete options reappeared.
So, at the end, that's clearly something in the other options that was wrong although I had not modified anything at all.
I remember that in the day I found my 8100 lose the delete from server option I noticed two new icons on the display which I hadn't ever seen before: they were Yahoo Search and Yahoo Messenger.
Please note that I subscribed only the email data plan and I never tried to use the bberry browser.
I don't know how but Tim must have installed it from remote and that messed up the bberry.
That's all...hoping that will help other guys.